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Consider the following information: State i Probability of State i Actual Return of Johnson and Johnson Boom 88 % 22 % Bust 12 % -6

Consider the following information: State i Probability of State i Actual Return of Johnson and Johnson Boom 88 % 22 % Bust 12 % -6 % What is the standard deviation of Johnson and Johnson? (Answer as a percentage) (Round to 2 decimals)

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