Question 12 (1 point) There are only two possible states of the economy, State 1 has a 63% chance of occurring. In State 1, Asset A returns 7.00% and Asset B returns 10.00%. In State 2, Asset A returns -3.80% and Asset B returns -6,80%. A portfolio of just these two assets is invested 47% in Asset A (with Asset B comprising the remainder without any negative weights), What is the standard deviation of the portfolio's returns? 6.75% 6.92% 7.09% 7.26% 7.42%