You have a portfolio which is comprised of 35 percent of stock A and 65 percent of

stock B. What is the standard deviation of this portfolio?

State of the EconomyProbabilityAB

Boom 0.1522 %19 %

Normal 0.8012 %10 %

Recession 0.05-26 %-4 %

A) 4.39 percent

B) 6.41 percent

C) 5.68 percent

D) 7.14 percent

E) 9.08 percent