Use the following information on states of the economy and stock returns to calculate the standard deviation of returns. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) \begin{tabular}{ccc} & Probability of & Security \\ & Return \\ State of Economy & Economy & if State \\ Recession & .40 & 6.00% \\ Normal & .25 & 10.00 \\ Boom & .35 & 19.00 \\ \hline \end{tabular} Standard deviation