The following returns have been estimated for Security B and Security O:

Scenario	Security B	Security O
1	10%	0%
2	-3%	5%
3	14%	10%

Each scenario is equally likely to occur, and you plan to invest 40% of your funds in Security B and 60% in Security O. What is the standard deviation of the rate of return of your portfolio? Round your answer to the nearest tenth of a percent.

Group of answer choices

52.9%

4.2%

17.6%

0.0%