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Given the scenario analysis below for Company X, what is the standard deviation if the expected return is 27.8%? Show some of your work or

Given the scenario analysis below for Company X, what is the standard deviation if the expected return is 27.8%? Show some of your work or intermediate steps

Scenario Probability Holding Period Return (in %)
Recession 0.4 40
Normal 0.3 26
Boom 0.4 10

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