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The following table reports forecasted returns for the stock of two different companies under three possible...

The following table reports forecasted returns for the stock of two different companies under three possible states of the economy:

State Probability Stock A Stock B Stock C
Expansion 60% 13.01% 18.78% 4.12%
Average 40% 8.91% 6.38% 3.19%

What is the standard deviation on a portfolio that consists of 40% of funds allocated to Stock A, 25% allocated to Stock B, and the rest in Stock C? (Report answer in percentage terms and round to 2 decimal places. Do not round intermediate calculations).

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