Show me the steps to solve Kennesaw Corp, common stock is expected to have a return of $13\mathrm{.}2$ percent in a normal economy, $6\mathrm{.}7$ percent in a recession and $24\mathrm{.}5$ percent in a booming economy. In addition, the probability of a normal economy is $74$ percent while the probability of a recession is $15$ percent, and the probability of a boom is $11$ percent. What is the standard deviation of Kennesaw Corp, returns?