An investor is analyzing the risk of a possible imestment by producing three ditterent scenarios. Under a pessimistio scenario, the property would produce a BTTRRp of 5%; most-1kely soenario produces a BTirfe of 13% and the optimistic scenario produces a 18%. The investor assigins the pessimisfic sconario a 25% chance of occuring, the mosthely case a 60 s chance of occurring. and the optimistic scenario a 15 : chance of occurring. What is the standard deviation of the returns? 1.854 3.93% 420% 11.75% 0.18%