Your portfolio is invested 30 percent each in stocks A and C, and 40 percent in stock B. What is the standard deviation of your portfolio given the following information?

12.64 percent

12.72 percent

12.89 percent

13.97 percent

State of Economy Probability of State of Economy Boom Good Poor Bust 0.25 0.25 0.25 0.25 Stock A 0.25 0.10 0.03 0.04 Rate of Return if State Occurs Stock B 0.25 0.13 0.05 0.09 Stock C 0.45 0.11 0.05 0.09