Use the following information on states of the economy and stock returns to calculate the standard deviation of returns. $($Do intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.$)$

$\backslash$table$[[$State of$,\backslash$table$[[$Probability$],[$of$],[$Economy$]],\backslash$table$[[$Security$],[$Return$]]],[,$State of$,$if State$],[$Economy$,0$ccurs,$],[$Recession$,0\mathrm{.}35,-10\mathrm{.}00\%$