20. Given the following information, what is the standard deviation of a portfolio which is...

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20. Given the following information, what is the standard deviation of a portfolio which is invested 30 percent n stock A, 20 percent in stock B, and 50 percent in stock C? State of Rate of Return if State Occurs Probabilty of State of Economy Stock C 07 Stock B .03 Stock A .22 Econom Boom 14 Normal 08 90 A. 2.35 percent B. 2.55 percent C. 7.69 percent D. 8.99 percent E. 10.37 percent

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