You are building a portfolio. There are three states of the world: low (50.00% probability), average ( 30.00% probability), and high ( 20.00% probaility). The expected returns for stock A are 20.00%,30.00%, and 50.00% for each state of the world respectively. For stock B the expected returns are 9.00%,14.00%,7.00% for the same states respectively. What is the standard deviation of the portfolio if the portfolio is a 50/50 compositon of A and B and the correlation is .80 0.46% 6.79% 1.36% 0.21%