There are three possible states of nature--boom, normality, and bust--with probabilities .2, .6, and .2. In these three states, Stock A has expected future returns of -11.3, 13.2, and 17.9 percent. Stock B has expected future returns of -12, 6.9, and 18.8 percent. What is the standard deviation of expected returns on a portfolio invested half in Stock A and half in Stock B in percent?