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What is the standard deviation of a security which has the following expected returns? Provide your final answer as a %. State of the Economy

What is the standard deviation of a security which has the following expected returns? Provide your final answer as a %.

State of the Economy

Probability of State of Economy

Rate of Return if State Occurs

Boom

0.10

19

%

Normal

0.75

13

%

Recession

0.15

-7

%

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