Answer the questions below using the following information on stocks A, B, and C. A C 20% 10% 12% 10% 1.8 0.8 Expected Return Standard Deviation Beta B 21% 10% 2.2 Assume the risk-free rate of return is 3% and the expected market return is 12%. If returns are normally distributed, then approximately two-thirds of the time the return on each stock will be? Assume that an investment is forecasted to produce the following returns: a 20% probability of a 12% return; a 50% probability of a 16% return; and a 30% probability of a 19% return. What is the standard deviation of return for this investment?