Assume you think a boom and a recession are equally likely to happen, a 50-50 chance of either. State of Economy Probability of State of Security Returns if State Occurs Economy Security 2 Security U Recession 0.50 -20% 30% Boom 0.50 70% 10% Based on the above information, what is a standard deviation for Security L? Select one a 25% O b 45% c. 20% O d. 10%