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.) State of Economy Probability of State of Economy 0.35 0.20 0.45 Security Return if State Occurs -7.50% 8.00 15.00 Recession Normal Boom Answer is complete but not entirely correct. Standard deviation 5.32 %