Following are three economic states, their likelihoods, and the potential returns:

Economic State Probability Return

Fast growth $0\mathrm{.}2636\%$

Slow growth $0\mathrm{.}2912$

Recession $0\mathrm{.}4520$

Determine the standard deviation of the expected return. $($Do not round intermediate calculations and round your answer to $2$ decimal places.$)$