Consider the probability distribution for the following three stocks: Stock A, Stock B, and Stock C. State of Probability of Rate of Return Economy State of Economy if State Occurs Boom 24% Normal ???% Recession 24% Stock A Stock B Stock C 17% 23% 27% 11% 14% 6% -17% -23% -27% What is the standard deviation of a portfolio that is invested 30 percent in Stock A, 30 percent in Stock B, and 40 percent in Stock C? (Enter you answer as a percent, rounded to the second decimal place. So, enter 12.35 for 0.123456)