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. Omit the "%" sign in your response.) 08:03 State of Economy Recession Normal Boom Probability of State of Economy .40 25 35 Security Return If State Occurs -4.5% 14 26 ok micos Standard deviation %