Given the following information, what is the standard deviation of stock A if it has an expected return of 27% in a boom economy, an expected return of 18% ima good economy, and an expected return of 3% in a recession? The probabilities of boom, normal, recession are 0.1, 0.6, and 0.3, respectively. Select one: a. 0.0703 b. 0.1159 O c.0.0128 6 d. 0.0791 e. 0.0773