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 -0.11

Normal +0.04

Boom +0.22

What is the standard deviation of Orange? *

Place your answer in decimal form, for example as say .0675 and not 6.75.