Suppose a stock has generated the following annual returns: $11\mathrm{.}8\%,-8\mathrm{.}6\%$ and $5\mathrm{.}8\%.$ What was the standard deviation of its returns? Answer in percent, rounded to two decimal places $($e$.$g$.,4\mathrm{.}32\%=4\mathrm{.}32).$