The Stock A is expected to earn 0.24 in boom, and 0.09 in normal economy. Stock B is expected to earn 0.19 in boom, and 0.31 in normal economy. The probability of a boom is 20 percent, and the probability of normal economy is 80 percent. What is the standard deviation of the returns on a portfolio that is invested in Stock A and Stock If the 40 percent of the portfolio is invested in stock and a percent is invested in Stock B? O a. 5.79 percent O b. 4.32 percent O c 9.12 percent O d. 7.39 percent e. 8.83 percent