The returns on the common stock of Cycles, Inc. are quite cyclical. In a boom economy, the stock is expected to return 30 percent in comparison to 11 percent in a normal economy and a negative 20 percent in a recessionary period. The probability of a recession is 30 percent, while the probability of a boom is 5 percent. The probability that the economy will be at normal levels is 65 percent. Assume you have already calculated the Expected Return on this stock as 2.65% or .0265. What is the standard deviation of the return on this stock? O 15.38 percent O 16.10 percent O 11.69 percent O 15.43 percent O 17.68 percent