There are only two possible states of the economy. State 1 has a 43% chance of occurring. In State 1, Asset A returns 9.50% and Asset B returns 12.50%. In State 2, Asset A returns -4.80% and Asset B returns -7.80%. A portfolio of just these two assets is invested 67% in Asset A (with Asset B comprising the remainder without any negative weights). What is the standard deviation of the portfolio's returns? options: 7.66% 7.86% 8.06% 8.26% 8.46%