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 .28 Rate of Return if State Occurs - 175 - 128 - 026 - 67 - 05 Multiple Choice O 3.57 percent O 328 percent 3.89 percent 3.42 percent 3.57 percent 3.28 percent 3.89 percent C) 3.42 percent 4.01 percent