If the economy booms, SEU's stock will have a return of 18.4 percent. If the economy goes into a recession, the stock will have a loss of 7.5 percent. The probability of a boom is 72 percent while the probability of a recession is 28 percent. What is the standard deviation of the returns on the stock?

Multiple Choice

13.52%

11.63%

15.89%

14.75%

9.69%