Suppose you have given the following probability distribution for a company's stock returns.

State of the economy

Probability

Stocks return

Expansion

$30\%$

$19\mathrm{.}50\%$

Slowly moving

$40\%$

$10\mathrm{.}50\%$

Recession

$30\%$

$6\mathrm{.}50\%$

What is the coefficient of variation of this company's stock returns?

$0\mathrm{.}43$

$0\mathrm{.}97$

$0\mathrm{.}58$

$0\mathrm{.}84$

$0\mathrm{.}69$