What is the expected standard deviation of the returns of a portfolio that is invested 25 percent in Stock A, 40 percent in Stock B, and the remainder invested in Stock C? (Hint: create a column showing the distribution of returns for the portfolio. Then, find the portfolio's expected return and variance as normally done for a single asset.)State of Economy Probability Return of A Return of B Return of CBoom 0.2 29% 15% 6%Normal 0.5 11% 12% 13%Slow Down 0.2 0% 8% 25%a. 3.21 percentb. 1.55 percentc. 7.69 percentd. 11.71 percent