What is the standard deviation of the returns on a stock given the following information?

State of

Economy

Boom

Normal

Recession

Probability of

State of

Economy

$0\mathrm{.}08$

$0\mathrm{.}7$

$0\mathrm{.}22$

Rate of Return if

State Occurs

$0\mathrm{.}171$

$0\mathrm{.}076$

$0\mathrm{.}017$