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Use the following information: Stock A B Good state 10% 17% Bad state 2% -1% Assume there is 60% probability that the good state occurs

Use the following information:

Stock A B

Good state 10% 17%

Bad state 2% -1%

Assume there is 60% probability that the good state occurs and 40% chance the bad state occurs.

What is the standard deviation of stock A? (Please use 5 decimal places, this should be written in percentage, so an answer of 23.143% should be written as .23143)

list all formulas used**

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