Consider the following probability distribution of stocks A's possible returns. Good economic state: probability = 0.5; return on stock A = 11%. Medium economic state: probability = 0.3; return on stock A = 7%. Bad economic state: probability = 0.2; return on stock A = -16%. What is the standard deviation of stock A's return? 0 10.35% 011.90% 08.33% 0 9.25%