Consider the following information: Rate of Return if State Occurs State of Economy Recession Normal Boom Probability of State of Economy 0.20 0.50 0.30 Stock A 0.02 0.09 0.13 Stock B -0.18 0.16 0.35 Required: Given that the expected return for Stock A is 8.800%, calculate the standard deviation for Stock A. (Do not round your intermediate calculations.) (Click to select) 3.82% 4.01% 3.97% 2.70% 3.62%