Use the following data for the next two problems. Economic Climate Rapid growth Normal Recession Probability 25% 50% 25% Rate of Return 30% 15% -20% 39. The standard deviation of the returns would be a. 8.3% b. 12% c. 14% d. 18.4% e. 21% 40, The coefficient of variation would be a. 1.35 b. 1.50 c. 1.65 d. 1.84