Financial analysts have estimated the returns on shares of Woods corporation and the overall market portfolio under 2 economic states nature as follows. For woods the state dependent returns are -0.02 in recession, and 0.06 in an economic boom. For the market the state dependent returns are -0.04 in recession and 0.08 in boom. The analyst estimates that the probability of a recession is 0.50 while the probability of an economic boom is 0.50. Compute the standard deviation of the market.