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Asset A will generate a 2 0 % return with probability 0 . 2 5 ; a 1 5 % return with probability 0 .

Asset A will generate a 20% return with probability 0.25 ; a 15% return with probability 0.50 ; and a -15% return with probability 0.25. The standard deviation of the return on Asset A is %.
Write your answer as a percentage, rounded to 2 decimal places. Example: if the answer is 10.3478%, then write "10.35". Do not type the % sign in your answer.
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