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Given the following probability distribution, what is the standard deviation of returns for Security J? (Expresss your answer in percentage, but do not include the

Given the following probability distribution, what is the standard deviation of returns for Security J? (Expresss your answer in percentage, but do not include the percent sign, %, i.e., 4.65)

State / Pi / rJ

1 / 0.2 / 5 %

2 / 0.6 / 13

3 / 0.2 / 20

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