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Emma Li is considering two securities, A and B, and the relevant information is given below: State of Economy Bear Return on Security A (%)

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Emma Li is considering two securities, A and B, and the relevant information is given below: State of Economy Bear Return on Security A (%) Return on Security B (%) Probability 0.8 1-0.8 -4 6.5 Bull 15 6.5 Suppose Emma invested $3,465 in Security A and $1,749 in security B. Calculate the standard deviation of her portfolio. Report your answer in decimal form, rounded to 4 decimal points

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