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State Probability Stock A Return Stock B Return 1 0.15 0.08 0.45 0.25 0.15 0.35 N 3 0.35 0.25 0.15 4 0.25 0.18 0.20 What

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State Probability Stock A Return Stock B Return 1 0.15 0.08 0.45 0.25 0.15 0.35 N 3 0.35 0.25 0.15 4 0.25 0.18 0.20 What will be the standard deviation on stock A? O a. 5.86 O b. 0.6% O c. 11.21% O d. 12.03% O e. All the options are wrong

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