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State of economy Good Normal Probability of the state of economy 0.5 0.5 Return if state occurs Stock 1 Stock 2 20% 15% 10% 5% You invested 50% of your money in stock 1 and 50% of your money in stock 2. What is your portfolio standard deviation? OA.5% OB. 10% O C. 15% OD. 20%