The Stock X is expected to earn 0.32 in boom 0.16 in normal economy and -0.18 in bust. Stock Y is expected to earn 0.17 in boom 0.12 in normal economy and -0.08 in bust. The probability of a boom is 5 percent, the probability of a normal economy is 91 percent and the probability of bust is 4 percent What is the standard deviation of the returns on a portfolio that is invested in Stock X and Stock y if the 30 percent of the portrolio is invested in Stock X and 70 percent is invested in Stock Y