The probability distributions of returns of two risky stocks are as follows: State of the economy P (probability) Stock A Stock B Growth 60% 25% 8% 20% Stagnation 3% 25% Recession 20% 14% -0.5% The expected return of stock A is 22.8%, the expected return of stock B is 5.396 and the correlation between the two stocks is 0.8316. Calculate the standard deviation of a portfolio consisting of 30% of stock A and 70% of stock B