There are two assets and three states of the economy: State of Economy Probability of State of Economy Rate of Return If State Occurs Stock A Stock B Recession .30 -.20 .10 Normal .50 .40 .30 Boom .20 .80 .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)