Use the following information on states of the economy and stock returns to calculate the standard deviation of returns. Note: Do not round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.

$\backslash$table$[[$State of Economy,Probability of State of$,$Security Return if$],[$Recession$,$Economy,State Occurs$],[$Normal$,0\mathrm{.}25,-8\%$