A company believes the following probability distribution exists for its stock. What is the coefficient of variation on the company's stock? (Use 3 decimal points in your calculations) State of the Economy Boom Probability of State Occurring 0.35 Stock's Expected Return 21.5% 0.40 14.5% Normal Recession 0.25 -8.5% 0.785 1.078 0.958 1.051 0.865