Question: Use the following to answer question 3: Return B Return A State Probability .65 0.30 0.05 Boom 0.20 0.10 .35 Bust What is the standard

Use the following to answer question 3: Return B Return A State Probability .65 0.30 0.05 Boom 0.20 0.10 .35 Bust What is the standard deviation of a portfolio with one-quarter of the funds in A and the remainder of the funds in B? (Do not round your intermediate results.) O 1% This cannot be calculated 0 3% O 4%

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