The return on shares of the Orange Company are predicted under the following states of nature. The states of nature are all equally likely, and because there are a total of three states, each state has a 33.333% chance of occurring. Recession -0.15 Normal +0.09 Boom +0.21 What is the standard deviation of Orange? O 0.14967 O 0.06720 O 0.02240 0.05000 O 0.00050 SUBMIT