Argo, a firm organizing adventure travel, has returns that vary with the economy. Argo predicts that there is a 30% probability of a strong economy, a 50% probability of a normal economy, and a 20% probability of a weak economy. Given a strong economy, Argo expects a 25% return, given a normal economy, Argo expects a 10% return, and given a weak economy, Argo expects to lose 10%.
What is the standard deviation of returns for Argo?