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Either Trabzonspor (TS) or Galatasaray (GS) will be the champions this season. If TS is the...

Either Trabzonspor (TS) or Galatasaray (GS) will be the champions this season. If TS is the champions, TS stock will go up by 10% and GS stock will go down by 40%. If GS is the champions, GS stock will go up by 40% and TS stock will go down by 10%. The chances that GS is the champions this season is 60%. What is the standard deviation of the portfolio returns that invests 50% to TS stock and 50% to GS stock? Choose the closest number below.

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Standard deviation is 14.70%

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