A stock will have a loss of 12.9 percent in a recession, a return of 11.6 percent in a normal economy, and a return of 26.3 percent in a boom. There is 26 percent probability of a recession, 43 percent probability of normal economy, and 31 percent probability of boom. What is the standard deviation of the stock's returns?

rev: 05_04_2018_QC_CS-126555

Multiple Choice

• 21.98%

• 11.12%

• 12.71%

• 13.59%

• 14.82%

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