Consider the following returns: Lowes Home Depot IBM Year-End Realized Realized Realized Return Return Return 2000 20.0% - 14.6% 0.2% 2001 72.7% 4.4% -3.2% 2002 -25.7% -58.1% -27.0% 2003 56.2% 71.3% 27.9% 2004 6.7% 17.3% -5.1% 2005 17.9% 0.9% -11.3% The volatility on Lowes' returns is closest to 35% O 11% 14% 42%