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Olney Wireless stock is quite cyclical. In a boom economy, the stock is expected to return 3 0 percent in comparison to 1 2 percent

Olney Wireless stock is quite cyclical. In a boom economy, the stock is
expected to return 30 percent in comparison to 12 percent in a normal
economy and a negative 20 percent in a recessionary period. The probability of
a recession is 15 percent while it is 30 percent for a booming economy. The
remainder of the time, the economy will be at normal levels. What is the
standard deviation of the returns?
17.46%
10.05%
15.83%
12.60%
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