XYZ Investment Corporation is considering a portfolio with 70% weighting in a cyclical stock and 30% weighting in a countercyclical stock. It is expected that there will be three economic states; Good, Average and Bad, each with equal probabilities of occurrence. The cyclical stock is expected to have returns of 25%,5% and 1% in Good, Average and Bad economies respectively. The countercyclical stock is expected to have returns of 8%,2% and 14% in Good, Average and Bad economies respectively. Given this information, what is the standard deviation of 'cyclical stock'? A) 2.7% B) 1.1% C) 10.5%