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Company AA has the following probability distribution of holding period returns on its stock: State Probability HPR Boom 1/3 20% Normal 1/3 10% Recession 1/3

Company AA has the following probability distribution of holding period returns on its stock: State Probability HPR Boom 1/3 20% Normal 1/3 10% Recession 1/3 7% What is the expected standard deviation on AA's stock? [Express your answer in percentage terms, rounded to 1 decimal place (eg 8.9%)] Expected Standard Deviation = %

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