Sarah has decided to construct an investment portfolio consisting of two stocks: IBM and GE. She decides to allocate 60 percent of her portfolio to IBM and 40% of her portfolio to GE. She expects the returns in each state of the world to be as follows: Probabilities If the expected return on the portfolio is 6.30%, determine the standard deviation of the portfolios returns. A. 1.11% B. 7.61% C. 7.18% D. 0.00%