Consider the following returns and states of the economy for TZ.Com.: What is the standard deviation of TZ'S returns? SET YOUR CALCULATOR TO FOUR DECIMAL PLACES AND ROUND TO 2 DECIMAL PLACES AT THE END. DO NOT ENTER THE \%. FOR EXAMPLE, IF YOUR ANSWER IS 7.7011\% ENTER IT AS 7.70. Your broker has developed a list of firms, their betas, and the return he expects the stock to yield over the next twelve months (labeled "Expected Return"). You have estimated that the risk-free rate is 5\% and the return to the market will be 12%. Assuming that CAPM is correct, which stock should you purchase? Z-man Electronics Nathan's Bakeries All of the stocks Anderson, Inc. Delta Vanlines