Question: QUESTION 22 State P(S) Return A Return B 0.3 -11% 8% Recession Normal 0.4 13% 5% Boom 0.3 27% 7% What is the standard deviation

QUESTION 22 State P(S) Return A Return B 0.3 -11% 8%

QUESTION 22 State P(S) Return A Return B 0.3 -11% 8% Recession Normal 0.4 13% 5% Boom 0.3 27% 7% What is the standard deviation of a portfolio that is composed of 60% in Asset A and the rest in Asset B? (Enter your answer as a whole number of the percentage rounded to two decimal places without the percentage sign. For example, for 0.995 enter 9.95; for 7.397% enter 7.40)

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