You have a portfolio which is comprised of 45 percent of stock A and 55 percent of stock B. What is the portfolio standard deviation? State of the Economy Probability Boom Normal Recession 0.22 0.60 0.18 E(R) A 45% 32.0 9.00 (30.0) E(R) B 55% 50.0 30.0 (12.0) 17.56 percent 17.89 percent 20.00 percent 18.06 percent 19.77 percent