TB MC Qu. 67 Given the following information, what is... Given the following information, what is the standard deviation of the returns on a portfolio that is invested 35 percent in both Stocks A and C, and 30 percent in Stock B? Rate of Return if State Occurs: Stock A Stock B Stock C State of Economy Growth Stagnant Probability of State Occurring .08 .92 21.6 7.4 12.8 7.2 11.6 10.1 Multiple Choice O 1.13 percent 3.67 percent O O 1.95 percent O 2.36 percent O 2.91 percent