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

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

Boom $0\mathrm{.}307\mathrm{.}5\%$

Normal $0\mathrm{.}7021\mathrm{.}0\%$

$5\mathrm{.}01$ percent

$3\mathrm{.}33$ percent

$5\mathrm{.}77$ percent

$4\mathrm{.}62$ percent

$6\mathrm{.}19$ percent