Assume that an investment is forecast to produce the following returns: a 20% probability of a 9% return; a 50% probability of a 20% return; a 30% probability of a 26% return. The standard deviation of return for this investment is _____ Calculate the answer by read surrounding text. %. Round to the nearest 0.01% (drop the % symbol). E.g., if your answer is 3.11%, record it as 3.11.