Question $3$

Investors are confronted with the task of forming portfolios with two risky assets: Asset A$,$ Asset B$.$ There is also a risk$-$free rate of $3\mathrm{.}35\%.$ Risky Asset returns depend on the state of the world, as described below:

Q$3$ : Compute the standard deviation of Asset A$.$ Round to $2$ decimal places and report in percentage units. If your answer is $5\mathrm{.}01\%,$ write $5\mathrm{.}01.$