A stock will have a loss of 12.7 percent in a recession, a return of 11.4 percent in a normal economy, and a return of 26.1 percent in a boom. There is 24 percent probability of a recession, 45 percent probability of normal economy, and 31 percent probability of boom. What is the standard deviation of the stock's returns? 13.12% 20.49% 14.31% 10.74% 12.27%