Estimated returns for Stock A and Stock B are given below for three possible economic environments. If you form a 70-30 portfolio (70% in A and 30% in B) of the two stocks, what is the portfolio's standard deviation? Estimated Return (%) State of the Economy Probability Stock A Stock B Recession 0.25 30 10 0.5 15 Average 5 0.25 -20 Boom 2 11.32% 13.64% 12.6% 186% 6.85%