There are three states of the economy: Boom Normal and Recession where the probability of each state is $20\%,20\%,$ and $60\%$ respectively. Calculate the volatility of stock $A$ if it is expected to have $10\%$ return in boom $2\%$ return in normal and $-6\%$ return in recession.

$5\mathrm{.}70\%$

$6\mathrm{.}40\%$

$6\mathrm{.}65\%$

$7$$