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The following probability distributions of returns for Stock A have been estimated. What is the standard deviation of Stock A? State of the economy Probability

The following probability distributions of returns for Stock A have been estimated. What is the standard deviation of Stock A?

State of the economy Probability of state occurring E(RA)
Boom 0.3 12%
Normal 0.4 8%
Recession 0.3 6%

0.775%

2.375%

6.314%

8.600%

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