North Around, Inc. stock is expected to return 22 percent in a boom, 13 percent in a normal economy, and -20 percent in a recession. The probabilities of a boom, normal economy, and a recession are 6 percent, 92 percent, and 2 percent, respectively. What is the standard deviation of the returns on this stock? 5.80% 6.28% 5.16% 6.80%