The table below shows the expected rates of return for three stocks and their weights in some portfolio:

Stock A Stock B Stock C

Portfolio weights $0\mathrm{.}30\mathrm{.}20\mathrm{.}5$

State Probability Expected returns

Recession $0\mathrm{.}10\mathrm{.}030\mathrm{.}04-0\mathrm{.}06$

Normal $0\mathrm{.}50\mathrm{.}060\mathrm{.}080\mathrm{.}01$

Boom $0\mathrm{.}40\mathrm{.}110\mathrm{.}10\mathrm{.}09$

What is the standard deviation of the portfolio returns?