State	Prob.	rA	rB
Recession	0.3	-0.11	0.16
Normal	0.4	0.13	0.06
Boom	0.3	0.27	-0.04
Expected Return:		0.1	0.06

Consider the probability distribution above. (Note that the expected returns of A and B have already been computed for you.) Calculate the standard deviation of the returns to A:

	A.	Less than or equal to 5%
	B.	Greater than 5% but less than or equal to 10%
	C.	Greater than 10% but less than or equal to 15%
	D.	Greater than 15%