26) Assume that you expect to hold a $20,000 investment for one year. It is forecasted to have a yearend value of $21,000 with a 30% probability; a yearend value of $24,000 with a 45% probability; and a yearend value of $30,000 with a 25% probability. What is the standard deviation of the holding period return for this investment?

A) 12.06%

B) 14.36%

C) 16.36%

D) 33.45%