Suppose the annual returns on a stock over the past five years were as follows:

• 19.30%
• -20.20%
• 2.01%
• 11.25%
• -5.33%

What is the standard deviation of these returns?

Multiple Choice

• 2.32%

• 7.03%

• 1.41%

• 11.25%

• 15.25%