What is the standard deviation of the returns on a portfolio comprised of $3,000 of stock A and $7,000 of stock B? State of Return if State Economy Probability Occurs A B Boom 20% 11% 17% Bust 80% 9% 10% O a. 1.66% O b. 1.98% O c. 2.20% O d. 2.52% O e. None of above