Consider the following returns and states of the economy for

TZ$.$Com.:

$\backslash$table$[[$Economy$,$Probability Return$],[$Weak$,40\%,4\%,],[$Normal$,50\%,11\%,],[$Strong$,10\%,45\%,]]$

What is the standard deviation of TZ$\text{'}$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 $7\mathrm{.}7011\%$ ENTER IT AS $7\mathrm{.}70.$