Given the following information, what is the standard deviation for this stock? (Hint: you'll need to find the expected return first) Probabilities: Recession: 0.4 Normal: 0.45 Boom: 0.15 Returns: Recession: -12% Normal: 8% Boom: 16% A.13.04%

B.11.6%

C.11.11%

D.11.95%

E.10%