What Is the Standard Deviation of a Portfolio Which Is

Multiple Choice

What is the standard deviation of a portfolio which is invested 20% in share A, 30% in share B and 50% in share C?
$\begin{array} { | l | l | l | l | l | } \hline & & \multicolumn{3}{|l|} { \text { Returns if State Occurs } } \\\hline \text { State of Economy } & \text { Probability of State of Economy } & \text { Share A } & \text { Share B } & \text { Share C } \\\hline \text { Boom } & 10 \% & 15 \% & 10 \% & 5 \% \\\hline \text { Normal } & 70 \% & 9 \% & 6 \% & 7 \% \\\hline \text { Recession } & 20 \% & 14 \% & 2 \% & 8 \% \\\hline\end{array}$

A) 0.6%
B) 0.9%
C) 1.8%
D) 2.2%
E) 4.9%