Given the following information, what is the standard deviation of stock A if it has an expected return of 30% in a boom economy, an expected return of 18% in a good economy, and an expected return of 8% in a recession? The probabilities of boom, normal, recession are 0.1, 0.6, and 0.3, respectively. Select one: O a. 0.0697 O b. 0.1159 O c. 0.0527 O d. 0.0128 O e. 0.0642