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.) Security Return State of Economy Recession if State Occurs -8.00% Normal 14.00 24.00 Boom Answer is complete but not entirely correct. 12.64 X % 9.88 X % Expected return Standard deviation