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An investment produced annual rates of return of 7%,14%, 20% and 4% respectively over the past four years. What is the standard deviation of these

An investment produced annual rates of return of 7%,14%,

20% and 4% respectively over the past four years. What is the standard deviation of these returns?

A.

12.1%

B.

7.0%

C.

1.5%

D.

14.0%

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