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.$)$

$\backslash$table$[[$State of Economy,Probility,Security$],[$of$,$Return$],[$State of$,$if State$],[$Economy$,$Occurs$],[$Normal$,0\mathrm{.}25,-6\mathrm{.}00\%$