1.0EO. C00-300, -384000 -t3Alo,000 3. Investment A has the following probability distribution of expected future returns Probability Expected Return 0.1 0.2 0.4 0.2 0.1 (10%) 5% 8% 10% 15% The expected rate of return for investment A is 6.7%, what is the standard deviation of expected returns for Investment A? (Note: The expected return for the first possible state of the economy is in parentheses. What does that mean?) 6.18%