EMERGENCY CAN ANYONE ANSWER ME THIS.\ITS URGENT PLEASE

Q5. Consider a portfolio that are composed with 60% of funds invested in stock A and the rest of 40% invested in Stock B. Market Condition Pessimistic Calm Optimistic Return (%) Stock A Stock B -10 -12 12 15 20 23 The probability of market to be pessimistic, calm, and optimistic are 0.20, 0.50, and 0.30, respectively. Calculate the portfolio standard deviation if the returns of these two stocks are negatively correlated at -0.40. Give your final answer in two decimal places. (10 marks)