3. Consider the following probability distribution of returns for Gamma Corporation. Current Stock Stock Price Probability PR Price () in One Year Return R () -8.33% 78 30% 82 36.67% 55 60 25% 50% 25% The standard deviation of the return on Gamma Corporation is closest to: a) 22.4% b) 19.3% c) 21.8% d) 17.77%