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Blue Bell stock is expected to return 20% percent in a boom, 10% percent in a normal economy, and lose 2 percent in a recession.

Blue Bell stock is expected to return 20% percent in a boom, 10% percent in a normal economy, and lose 2 percent in a recession. The probabilities of a boom, normal economy, and a recession are 7 percent, 89 percent, and 4 percent, respectively. What is the standard deviation of the returns on this stock?

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