Consider the following returns:

Year End Stock X

Realized Return Stock Y Realized Return Stock Z

Realized Return

$200420\mathrm{.}1\%-14\mathrm{.}6\%0\mathrm{.}2\%$

$200572\mathrm{.}7\%4\mathrm{.}3\%-3\mathrm{.}2\%$

$2006-25\mathrm{.}7\%-58\mathrm{.}1\%-27\mathrm{.}0\%$

$200756\mathrm{.}9\%71\mathrm{.}1\%27\mathrm{.}9\%$

$20086\mathrm{.}7\%17\mathrm{.}3\%-5\mathrm{.}1\%$

$200917\mathrm{.}9\%0\mathrm{.}9\%-11\mathrm{.}3\%$

The Volatility on Stock Y$\text{'}$s returns is closest to:

$35\%.$

$31\%.$

$42\%.$

$18\%.$