Use the following information on states of the economy and stock returns to calculate the standard deviation of returns. Assume that all three states are equally likely. $($Do not round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.$)$

$\backslash$table$[[,\backslash$table$[[$Security$],[$Return$]]],[$State of$,$if State$],[$Economy$,$Occurs$],[$Recession$,-4\mathrm{.}50\%$