Tully Advisers, Inc., has determined four possible economic scenarios and has projected the portfolio returns for two portfolios for their client under each scenario. Tully’s economist has estimated the probability of each scenario, as shown in the table below. Given this information, what is the standard deviation of expected returns on Portfolio B?

Scenario	Probability	Return on Portfolio A	Return on Portfolio B
A	15%	18%	19%
B	20%	17%	18%
C	25%	11%	10%
D	40%	7%	9%