The following information is available about stock A and B regarding their returns and standard deviation:

p A B

recession 0.2 4 20

average 0.5 6 4

boom 0.3 15 2

where p is the probability of the economic state and other table data are estimated returns.

Determine the risky portfolio standard deviation that includes 69.1 % stock A, if all the available money is invested in stock A and B (100% portfolio).