Consider the following returns and states of the economy for Lexington Corporation Economy Probability Return Weak 20% -6% Normal 20% 4% Strong 60% 25% What is the standard deviation of the firm'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 7.7012% ENTER IT AS 7.70