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% in a 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. 0.0128

b. 0.1159

c. 0.0703

d. 0.0791

e. 0.0773