The following probability distribution represents the state of the economy and the expected return on four stocks, given the state of the economy. Given this information, the standard deviation of the Nvidia stock is closest to$?$

$\backslash$table$[[,,$f return i$,,],[\backslash$table$[[$State of$],[$Economy$]],\backslash$table$[[$Probability of$],[$State of Economy$]],$Nvidia,MSFT$,$Duke$],[$Boom$,0\mathrm{.}2,0\mathrm{.}24,0\mathrm{.}18,0\mathrm{.}08],[$Normal$,0\mathrm{.}6,0\mathrm{.}12,0\mathrm{.}1,0\mathrm{.}06],[$Recession$,0\mathrm{.}2,-0\mathrm{.}15,-0\mathrm{.}08,0\mathrm{.}04]]$

$1\mathrm{.}66\%$

$12\mathrm{.}87\%$

$11\mathrm{.}52\%$

None of the answers presented are correct