Given the following information, what is the standard deviation of the returns on a portfolio that is invested 35 percent in both Stocks A and C, and 30 percent in Stock 87 Rate of Return if State Occurs: State of Economy Probability of State Occurring StockA Growth 21.6 Stagnant O 1.95 percent O 1.13 percent O 3.67 percent O 2.91 percent O 2.36 percent OS 92 Stock B 12.8 72 Stock C