There are two stocks in a portfolio and two possible states of economy that may occur. The relevant information is summarized as follows (the given information is the same as in the previous question): State of Economy Probability Good 0.50 Bad 0.50 Initial Investments Stock return if a certain state of economy occurs Stock 1 Stock 2 8% 15% 4% --7% $6,000 $4,000 What is the return standard deviation of stock 2? OA) 4% B) 2% OC) 7% D) 11%