Emma Li is considering investing in two securities, A and B, and the relevant information is given below: State of Economy Probability Return on Security A (%) Return on Security B (%) Bear 0.4 1 3.4 Bull 1-0.4 7 3.4 Suppose Emma borrowed from her friend 59 shares of security B, which is currently sold at $73, and sold all shares of the security. (She promised her friend she would pay her back in a year with the same number of shares of security B). Then she bought security A with the proceeds obtained in the sales of security B shares and the cash of $2,772 she owned. What is the standard deviation of her portfolio