There are two stocks (stock 1 and stock 2) in a portfolio and two possible states of economy (good and bad) that may occur. The return of stock 1 (2) is 9% (12%) in the good state that has a probability of 60%. The return of stock 1 (2) is -2% (-4%) in the bad state that has a probability of 40%. The portfolio allocates $3,000 to stock 1 and $7,000 to stock 2 (the given information is the same as in the previous question). What is the return standard deviation of this portfolio?