Consider the following information:

State i

Probability of State i

Actual Return of Holmes Detective Agency

Boom

$59\%$

$11\%$

Bust

$41\%$

$5\%$

What is the standard deviation of the Holmes Detective Agency? $($Answer as a percentage$)($Round to $2$ decimals$)$

a$.0\mathrm{.}12\%$

b$.4\mathrm{.}07\%$

c$.1\mathrm{.}47\%$

d$.2\mathrm{.}95\%$

e$.6\mathrm{.}89\%$