What Is the Standard Deviation of the Returns on a Portfolio

What is the standard deviation of the returns on a portfolio that is invested in Stocks A, B, and C? Twenty percent of the portfolio is invested in Stock A and 35 percent is invested in Stock C.  $$\begin{array} { l ccccc } { \text { State of } } & { \text { Probability of } } &&\text { Rate of Return }\\\text { Economy } & \text { State of Economy } & &{ \text { if State Occurs } } \\& & \text { Stock A } & \text { Stock B } & \text { Stock C } \\\text { Boom } & .04 & .17& .09 & .09 \\\text { Normal } & .81 & .08& .06 & .08 \\\text { Bust } &.15& - .24& - .02& -.13\end{array}$$

A) 6.31 percent
B) 6.49 percent
C) 7.38 percent
D) 5.65 percent
E) 7.72 percent