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there is a 36.6% probability of a below economy and a 63.4 probability of an average economy. If there is a below average economy stocks

there is a 36.6% probability of a below economy and a 63.4 probability of an average economy. If there is a below average economy stocks A and B have return of 0.5 % and 11.6 respectively. If there an average economy stocks A and B will have return of 11.7% and 5%, respectively. What is the standard deviation for stock A and B?

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