Given the following information, what is the standard deviation of stock A?

Economic Condition	Probability	Return on Stock A	Return on Stock B
Slow growth	30%	-9%	4%
Moderate growth	50%	13%	14%
High growth	20%	36%	24%

a) 11%

b) 15.7%

c) 12%

d) 26.4%

e) 7%