The following table reports forecasted returns for the stock of two different companies under three possible states of the economy: State Probability Stock A Stock B Expansion 35% 12.63% 18.12% Average 55% 7.26% 5.84% Recession 10% -0.80% -4.42% What is the standard deviation on a portfolio that consists of 25% of funds allocated to Stock A and the rest in Stock B? (Report answer in percentage terms and round to 2 decimal places. Do not round intermediate calculations)