Question: State Probability Return on A Return on B Boom .6 0.15 0.08 Bust .4 0.05 0.20 What is the standard deviation of a portfolio with

State Probability Return on A Return on B Boom .6 0.15 0.08 Bust .4 0.05 0.20 What is the standard deviation of a portfolio with one-quarter of the funds in A? Multiple Choice

a .0.08%

b .0.89%

c. 3.2%

d. 1.03%

e. 0.65%

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