The following are your predictions of 3 possible states of the economy and estimated rates of return for Amherst, Inc. common stock. Given this information, what is the stock's standard deviation?

State of economy. Probability Return 20% -20% Recession Normal Growth 50% 16% Rapid growth 30% 25% 19.7% 16.23% O 11.5% 14.4% O 12.1%