See the table below.

States of the economy	probability of the state	3-month T-bill	Large Company Stock	Small Company Stock
Boom	0.3	4	10	30
Steady	0.5	4	5	20
Recession	0.2	4	0	10

What is the difference between the standard deviation of a small-company stock and a 3-month T-bill?

Group of answer choices

7.0%

5.5%

4.0%

3.5%