There are only two possible states of the economy. State 1 has a 59% chance of occurring. In State 1, Asset A returns 7.50% and Asset B returns 10.50%. In State 2, Asset A returns -4.00% and Asset B returns -7.00%. A portfolio of just these two assets is invested 51% in Asset A (with Asset B comprising the remainder without any negative weights). What is the standard deviation of the portfolio's returns? 06.75% 06.92% 7.10% 7.28% 7.46%