Incorrect Question 9 0/1 pts You have a portfolio which is comprised of 35 percent of stock A and 65 percent of stock B. What is the standard deviation of this portfolio? State of economy Probability Return of Stock A Return of Stock B Boom 0.15. 22% 19% Normal 0.80 12% 10% Recession 0.05 -26% -4% 4.39% 7.14% 6.17% 5.68% 9.08%