Northern Products stock is expected to return 8.4 percent in a boom, 8.9 percent in a normal economy, and 9.5 percent in a recession. The probabilities of a boom, normal economy, and a recession are 8 percent, 70 percent, and 22 percent, respectively. What is the standard deviation of the returns on this stock?

Group of answer choices

.42 percent

.58 percent

.35 percent

.79 percent

.30 percent