There are two assets and three states of the economy: State of Economy Recession Normal Boom Probability of State of Economy .30 .50 .20 Rate of Return If State Occurs Stock A -.20 .40 .80 Stock B .10 .30 .50 Suppose you have $20,000 total. If you put $15,000 in Stock A and the remainder in Stock B, what will be the standard deviation of your portfolio? (Keep 2 post decimal digits in your final answer)