Use the following information to answer questions #27 and #28 below. Suppose you have a portfolio consisting of three stocksStock A, Stock B, and Stock C. The following amounts are invested in each stock: Stock A = $30,000; Stock B = $40,000; and Stock C = $30,000.

State of Economy	Probability of State	Stock A	Stock B	Stock C
Boom	75%	17%	12%	-28%
Normal	?	11%	3%	-6%
Recession	10%	-5%	-8%	35%

What is the standard deviation of stock B? Round your final answer to at least 4 decimal places.