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Given the expected returns and probabilities of various states of the world in this table, what is the standard deviation for Sohar, Inc.? State of

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Given the expected returns and probabilities of various states of the world in this table, what is the standard deviation for Sohar, Inc.? State of the Economy Probability of State Return on State Boom 0.25 18% 0.40 10% Steady Recession 0.35 -5% Select one: a. 8.82% b. 9.18% c. 0.84% d. 0.78% e. 6.75%

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