A portfolio consists of 24 percent Stock X, 45 percent Stock Y, and the remainder in Stock Z. Use the information below to find the standard deviation of the portfolio? State of Economy Probability of State of Economy Normal .78 Boom .22 Return if State Occurs Stock X Stock Y Stock Z 9.90% 3.30% 12.30% 17.20% 25.20% 16.70% Multiple Choice O O 7.84% O 2.89% O 6.72% O 2.17% O 5.37%