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Question 6 (1 point) The standard deviation of the 70% A and 30% B portfolio most likely should A) Equal 70% XA's standard deviation plus 30% x B's standard deviation. B) Be greater than 70% XA's standard deviation plus 30% x B's standard deviation. O C) Be less than 70% X A's standard deviation plus 30% x B's standard deviation. State of Economy Probability Asset A of State of Rate of Economy Return 0.3 0.13 0.5 0.06 0.2 -0.05 Asset B Rate of Return 0.08 0.05 -0.01 Boom Normal Recession