Stock A Stock B Stock C ai 3 N bi1 0.8 1.1 0.90 biz 0.9 1.3 1.1 oci 2.0 1.0 1.5 Assuming the l's are uncorrelated and 17 = 8, 12 = 4, on = 2, and 0/2 = 2.5 what is the standard deviation of Stock Cs return? (Enter your answer as a number rounded to two decimal places. For 15.765 enter 15.77)