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Consider following probability distribution of returns for AAA Inc for the next question: Current Stock Price ($) Stock Price in One Year ($) Return R

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Consider following probability distribution of returns for AAA Inc for the next question: Current Stock Price ($) Stock Price in One Year ($) Return R Probability PR $35 40% 25% $25 $25 0% 50% $20 -20 25% 5. The standard deviation of the return on AAA Inc is closest to: a. 2.50% b. 4.75% c. 15.81% d. 21.79% e. 34.57%

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