For an investment, you are projecting the following % return scenarios along with their associated probabilities (probabilities must sum to 100%) : Calculate the standard deviation of the portfolio (Answer to the nearest 0.01% ) 19.6 margin of error +10.05 First we find the probability of the pessimistic scenario, % Pessimistic =100% - \% Optimistic % BaseCase Next we find the expected return of the portfolio, Rportfolionby summing up the multiples of the probabilities and their returns