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Use the following scenario analysis for stocks X and Y to answer the questions. Bear Normal Bull Market Market Market Probability 30.00% 55.00% 15.00% Stock

Use the following scenario analysis for stocks X and Y to answer the questions.

Bear Normal Bull
Market Market Market
Probability 30.00% 55.00% 15.00%
Stock X -28.00% 12.00% 30.00%
Stock Y -16.00% 14.00% 50.00%

What is the standard deviation of return for stock Y? Enter your answer rounded to two decimal places. Do not enter % in the answer box. For example, if your answer is 0.12345 or 12.345% then enter as 12.35 in the answer box.

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