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State of the Probability of Return on Return on economy economic state Asset A Asset 8 Boom Bust 0.15 0.65 0.35 -0.05 0.20 -0.10 Using the information in the table above, the standard deviation of asset A is: a) 0.0205 Ob) 0.0091 c) 0.1431 d) 0.0954 e) 0.0127 Of) 0.0286