What Is the Standard Deviation of a Portfolio Which Is $\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad$

Multiple Choice

What is the standard deviation of a portfolio which is comprised of €4,500 invested in share S and €3,000 in share T?
$\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad$ Returns if
$\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad$ State Occurs
$\begin{array}{|l|l|l|l|}\hline \text { State of Economy } & \text { Probability of State of Economy } & \text { ShareS } & \text { Share T } \\\hline \text { Boom } & 10 \% & 12 \% & 4 \% \\\hline \text { Normal } & 65 \% & 9 \% & 6 \% \\\hline \text { Recession } & 25 \% & 2 \% & 9 \% \\\hline\end{array}$

A) 1.4%
B) 1.9%
C) 2.6%
D) 5.7%
E) 7.2%