4. You have been given the probability distribution for the holding period return of CCC Inc. stock State of the Economy Boom Normal Recession Assuming that the expected return on CCC's stock is 14.35%, what is the standard deviation of these returns? Probability .20 45 35 HPR 24% 15% 8% a. 4.72% b. 6.30% c. 4.38% d. 5.74% e. 5.99% f. None of the above