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 $33\mathrm{.}333\%$ chance of occurring.

Recession $-0\mathrm{.}10$

Normal $+0\mathrm{.}05$

Boom $+0\mathrm{.}22$

What is the standard deviation of Orange?

$0\mathrm{.}05667$

$0\mathrm{.}05127$

$0\mathrm{.}13072$

$0\mathrm{.}00029$

$0\mathrm{.}01709$