Consider the following returns and states of the economy for TZ$.$Com.:

Economy

Probability

Return

Weak

$40\%$

$2\%$

Normal

$50\%$

$8\%$

Strong

$10\%$

$15\%$

What is the standard deviation of TZ$\text{'}$s returns?

Group of answer choices

$4\mathrm{.}99\%$

$4\mathrm{.}85\%$

$4\mathrm{.}60\%$

$4\mathrm{.}05\%$

$4\mathrm{.}49\%$