You decide to invest in a portfolio consisting of $20$ percent Stock X$,41$ percent Stock Y$,$ and the remainder in Stock Z$.$ Based on the following information, what is the standard deviation of your portfolio?

State of Economy Probability of State of Economy Return if State Occurs

Stock X Stock Y Stock Z

Normal $\mathrm{.}799\mathrm{.}50\%2\mathrm{.}90\%11\mathrm{.}90\%$

Boom $\mathrm{.}2116\mathrm{.}80\%24\mathrm{.}80\%16\mathrm{.}30\%$

Multiple Choice

$7\mathrm{.}22\%$

$4\mathrm{.}95\%$

$2\mathrm{.}45\%$

$1\mathrm{.}84\%$

$6\mathrm{.}19\%$