The returns on the common stock of New Image Products are quite cyclical. In a boom economy, the stock is expected to return 39 percent in comparison to 15 percent in a normal economy and a negative 30 percent in a recessionary period. The probability of a recession is 35 percent while the probability of a boom is 30 percent. What is the standard deviation of the returns on this stock? 21.18 percent 21.68 percent O 28.43 percent 0 37.04 percent 39.73 percent