Question: Refer to the attachment, which provides expected returns for 2 assets - A & B for 3 different states of nature:

Refer to the attachment, which provides expected returns for 2 assets-"A" & "B" for 3 different states of nature: Boom, Normal, & Recession. Each state is considered to be equally probable. Express your answer in percentage terms, rounded to 2 decimal places (ie 22.00).
Suppose that a portfolio is created with a 25% invested in Asset A and 75% invested in Asset B. What is the expected standard deviation in returns for the portfolio? (The answer is 1.16 but can you show me how you get this number?)\table[[,,A,B],[Boom,1/3,25%,1%],[Normal,1/3,5%,5%],[Recession,1/3,-5%,12%]]
Refer to the attachment, which provides expected returns for 2 assets-"A"

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