The first quarterly dividend in the amount of $0.16 was paid in the first quarter of 1996. The second quarterly dividend in the amount of $0.16 was paid in the second quarter of 1996. The third quarterly dividend in the amount of $0.16 was paid in the third quarter of 1996. The fourth quarterly dividend in the amount of $0.17 was paid in the fourth quarter of 1996. Refer to Table 1. What is the standard deviation of the quarterly holding period returns in the whole period from 12/29/95 to 12/31/96? Period Closing Quarterly Cash Ending Price Dividends

Table 1

12/29/95 $38.125

3/29/96 $46.875 $0.16

6/28/96 $50.250 $0.16

9/27/96 $55.125 $0.16

12/31/96 $79.125 $0.17