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Suppose a stock has generated the following annual returns: 1 3 . 9 % , - 1 2 . 9 % and 7 . 9

Suppose a stock has generated the following annual returns: 13.9%,-12.9% and 7.9%. What was the standard deviation of its returns? Answer in percent, rounded to two decimal places (e.g.,4.32%=4.32).

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