You are going to make a portfolio consisting of 40% of Bank of America Stock and 60 % of Caterpillar Stock. You also have the following information: State i Probability of State i BOA Return Caterpillar Return Boom 60% 27% 28 % Bust 40% -9% -6% What is the standard deviation for the portfolio? (Answer as a percentage and Round to 2 decimals)