There are only two possible states of the economy. State 1 has a 73% chance of occurring. In State 1, Asset A returns 5.75% and Asset B returns 8.75%. In State 2, Asset A returns -3.30% and Asset B returns -6.30%. A portfolio of just these two assets is invested 37% in Asset A (with Asset B comprising the remainder without any negative weights). What is the standard deviation of the portfolio's returns?

Question 5 options:

	5.27%
	5.41%
	5.55%
	5.70%
	5.84%