Shares of XYZ Corporation are currently priced at $40 per share. The following table indicates what could happen with the XYZ stock price and dividend per share over the next year. What is the expected standard deviation of XYZ stock's returns? Probability of Outcome outcome Price of XYZ stock in 1 year Dividend paid by XYZ in 1 year Good .8 $55 $11 Bad 2 $39 $1 a. 26.0% (plus or minus 0.2 percentage points) O b. 32.5% (plus or minus 0.2 percentage points) OC 23.3% (plus or minus 0.2 percentage points) d. 16.9% (plus or minus 0.2 percentage points) Oe. None of the above is within 0.2 percentage points of the correct