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A stock produced returns of 11%, -14%, and 3% over three of the past four years. The arithmetic average for the past four years is

A stock produced returns of 11%, -14%, and 3% over three of the past four years. The arithmetic average for the past four years is 6.5%. What is the standard deviation of the stock's returns for this four year period?
a. 10.67%
b. 18.34%
c. 16.66%
d. 14.43%
e. 8.33%

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