Question 25 (3.3 points) There are two stocks in a portfolio and two possible states of economy that may occur. The relevant information is summarized as follows (the given information is the same as in the previous question): Stock return if a certain state of economy occurs State of Economy Probability Stock 1 Stock 2 Good 0.50 15% Bad 0.50 4% -7% Initial Investments $6,000 $4,000 8% What is the return standard deviation of stock 1? OA) 2% B) 7% OC) 4% D) 11%