You are considering investing in the stock market and have identified two stocks you would like to purchase. You have the following information regarding these stocks: Rate of Return if state occurs State of economy Probability of state of economy 0.30 0.70 Stock B Recession Normal Stock A 6% 25% -1% 16% If you invest in a portfolio that has 40 percent of your wealth invested in stock A, and the remainder in stock B, what is the standard deviation of your portfolio? Round your answer to two decimal places. a) 10.63% b) 10.36% c) 10.08% d) 9.81%