What is the standard deviation of the returns on this stock?

State of the Economy Probability E$($R$)$

Boom $\mathrm{.}2818\%$

Normal $\mathrm{.}568\%$

Recession $\mathrm{.}1620\%$

Multiple Choice

$12\mathrm{.}27\%$

$12\mathrm{.}93\%$

$150\mathrm{.}62\%$

$12\mathrm{.}75\%$

$6\mathrm{.}32\%$