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): Stock retum if a certain state of economy occurs State of Economy Probability Stock 1 Stock 2 Good 0.50 8% Bad 0.50 -7% Initial Investments $6,000 $4,000 15% What is the return standard deviation of stock 1? A) 2% B) 4% C) 11% D) 7%