QUESTION 18 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 Probability of Economy State of Economy Normal Recession O 11.86 percent 65 .35 14.3% -9.8% 16.7% 5.4% 18.2% -26.9% 12.72 percent O 13.16 percent O 13.43 percent O 13.57 percent