FLY high inc.s stock return will be 20.4% in economic expansion and -12.7% in economic recession. Assume that the probability of economic expansion and recession is 67% and 33& respectively. The standard deviation of the stock return is____

A: 8.72%

B:. 10.96%

C: 15.56%

D: 12.87%

E: 11.95%