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Consider the following information: Rate of Return if State Occurs State of Economy Probability of State of Economy Stock A Stock B Recession 0.20 0.02

Consider the following information: Rate of Return if State Occurs State of Economy Probability of State of Economy Stock A Stock B Recession 0.20 0.02 -0.17 Normal 0.60 0.08 0.12 Boom 0.20 0.16 0.35 Required: Given that the expected return for Stock A is 8.400%, calculate the standard deviation for Stock A. (Do not round your intermediate calculations.)

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