Over the past five months, PGAT stock returns are $15\mathrm{.}21\%,-0\mathrm{.}10\%,-4\mathrm{.}50\%,10\mathrm{.}86\%,$ and $-2\mathrm{.}00\%.$ What is the standard deviation of PGAT returns over the five months?

Group of answer choices

$6\mathrm{.}15\%$

$3\mathrm{.}61\%$

$8\mathrm{.}63\%$

$3\mathrm{.}89\%$