The stock of Uptown Men's Wear is expected to produce the following returns given the various states of the economy. What is the expected return on this stock?

Probabilities: Recession: 0.25 Normal:0.5 Boom:0.25

Returns: Recession: 10% Normal:17% Boom:20%

You own a portfolio that has 40% invested in asset A, and 60% invested in asset B.Asset As standard deviation is 10% and asset Bs standard deviation is 16%. The correlation coefficient between the two assets is 0.12.The expected return on the portfolio is 16%. What is the portfolio standard deviation?