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Common stock of company Zeta has a return of 4% with a probability of 0.2; return of 10% with a probability of 0.6; and a

Common stock of company Zeta has a return of 4% with a probability of 0.2; return of 10% with a probability of 0.6; and a return of 20% with a probability of 0.2.


Calculate the standard deviation of Zeta. *


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