CH 11 HW Jorge's Restaurant Chain, Inc. stock is quite cyclical. In a boom economy, the stock is expected to return 35 percent in comparison to 11 percent in a normal economy and a negative 20 percent in a recessionary period. The probability of a recession is 20 percent while there is a 30 percent chance of a boom economy. The remainder of the time, the economy will be at normal levels. What is the standard deviation of the returns? Show your work on a worksheet and upload to the Chapter 11 Homework Dropbox. 021.20% O 19.08% O 12.60% 08.28% O 16.05% O 17.46%