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,$\backslash$table$[[$Probability of$],[$State of Economy$]],\backslash$table$[[$Security Return$],[$State Occurs$]]],[$Recession$,0\mathrm{.}30,-8\mathrm{.}50\%$