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

Scenario Security B Security O

1 10% 0%

1 -3% 5%

1 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.

Refer to the information above. What is the standard deviation of the rate of return of your portfolio? Round your answer to the nearest tenth of a percent.

0.0%

52.9%

17.6%

4.2%