The expected return of this asset is 8.6%. Calculate the standard deviation of the return of an asset with the following information Possible outcomes Probability Returns Economic Boom 0.40 12% Normal Economy 0.35 8.0% Recession 0.25 4.0% O a.4.0% O b.3.1% Oc 1.5% O d. 1.0% O e.3.6%