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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 20.00% 45.00% 35.00% Stock

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

Bear Normal Bull
Market Market Market
Probability 20.00% 45.00% 35.00%
Stock X -13.00% 11.00% 28.00%
Stock Y -26.00% 16.00% 46.00%

What is the standard deviation of return for stock X?

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