Use the following information to answer this question: State Probability Return A Return B Boom .65 0.30 0.07 Bust .35 0.10 0,20 What is the standard deviation of a portfolio with one-quarter of the funds in A and the remainder of the funds in B? (Do not round your intermediate results.) O 13.31% 4.12% O 1.87% O 2.27%