Given the following information, what is the standard deviation of the returns on this stock? The return is expected to be 26 percent in a booming economy, 17 percent in a regular economy, and -44 percent in a recessionary economy. The probabilities of these economic states are 4 percent for a boom, 74 percent for a normal economy, and 22 percent for a recession. Select one: a. 19.90 percent o b. 20.52 percent O c. 22.41 percent d. 23.79 percent e. 25.52 percent