State of Economy Rate of Return if State Occurs Information B Probability of State of Economy 0.30 0.65 0.05 Boom Normal Recession 0.15 0.12 0.06 22.(4 points) What is the standard deviation of the returns on a stock given INFORMATION B? A. 1.57 percent B. 2.03 percent C. 2.89 percent D. 3.42 percent E. 4.01 percent