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What is the standard deviation of the following return distribution? (Provide your answer as a percentage and round to two decimal places) State Probability Return

What is the standard deviation of the following return distribution? (Provide your answer as a percentage and round to two decimal places)

State Probability Return
1 21% -7.85%
2 ? -2.26%
3 28% 2.96%
4 20% -4.35%

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