Consider the following information: Rate of Return if State Occurs State of Economy Recession Normal Boom Probability of State of Economy 0.20 0.70 0.10 Stock A 0.02 0.07 0.11 Stock B -0.23 0.13 0.32 Required: Given that the expected return for Stock A is 6.400%, calculate the standard deviation for Stock A. (Do not round your intermediate calculations.) (Click to select)