Your portfolio is invested 25 percent each in Stocks A and C, and 50 percent in Stock B. What is the standard deviation of your portfolio given the following information?

State of Economy	Probability of State of Economy	Rate of Return if State Occurs
		Stock A			Stock B			Stock C
Boom	.07		.28			.14			.11
Good	.55		.19			.12			.09
Poor	.36		.21			.07			.06
Bust	.02		.65			.03			.03

A)		6.52 percent
		B) 10.89 percent
		C) 7.39 percent
		D) 9.64 percent
		E) 12.72 percent