Given the following information, what is the standard deviation of the returns on a portfolio that is invested 40 percent in Stock A, 35 percent in Stock B, and the remainder in Stock C? State of Economy Growth Stagnant Probability of State Occurring .07 .93 Rate of Return if State Occurs: Stock A Stock B Stock C (%) (%) 18.9 10.2 12.1 8.5 9.3 5.7 Multiple Choice Multiple Choice o 1.68 percent o 6.72 percent o 3.16 percent o 243 percent o 16.57 percent