There are only two possible states of the economy. State 1 has a 47% chance of occurring. In State 1, Asset A returns 9.00% and Asset B returns 12.00%. In State 2, Asset A returns -4.60% and Asset B returns -7.60%. A portfolio of just these two assets is invested 63% in Asset A (with Asset B comprising the remainder without any negative weights). What is the standard deviation of the portfolio's returns? 7.70% 7.90% 8.09% 8.29% 8.49%