State Prob. TA 5 po Recession 0.25 -0.01 0.08 Normal 0.50 0.10 0.06 Boom 0.25 0.04 Expected Return: 0.09 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. O A. Less than or equal to 5% B. Greater than 5% but less than or equal to 6% O C. Greater than 6% but less than or equal to 7% O D. Greater than 7%