Question $1(0\mathrm{.}8$ points$)$

You are constructing a Stock. Bond portfolio for an investor concerned about economic uncertainty. The investor allocates $61\mathrm{.}72\%$ to Stock, and economic anslysts estimate a $28\mathrm{.}78\%$ chance of a recession this year. Calculate the standard deviation of the expected portfolio return in percentage. $($Round your final answer to four decimal places: $20\mathrm{.}452145620\mathrm{.}4521)$

$\backslash$table$[[$State of Economy,Return of Stock,Return of Bond$],[$Recession$,-0\mathrm{.}16\%,3\mathrm{.}79\%$