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 -0.12 Normal +0.06 Boom +0.20 What is the standard deviation of Orange? 0.04667 0.05147 0.00029 0.13098 0.01716 SUBMIT