Based on the following information, what is the standard deviation of returns?

$\backslash$table$[[$State of$,$Probability of$,$Rate of Return if$],[$Economy$,$State of Economy,State Occurs$],[$Recession$,\mathrm{.}31,-\mathrm{.}099],[$Normal$,\mathrm{.}38,\mathrm{.}114],[$Boom$,\mathrm{.}31,\mathrm{.}224]]$

Multiple Choice

$24\mathrm{.}43\%$

$16\mathrm{.}80\%$

$17\mathrm{.}68\%$

$22\mathrm{.}39\%$

$12\mathrm{.}96\%$