You are evaluating the risk of one stock. It is expected to earn 17% return next year if the economy is normal; and earns a netative 5% if the economy falls into a recession. The probability of a normal economy is 92%. What is the standard deviation of the returns on this stock?

(Format your answer to PERCENT form, and round answers to two decimals, enter without %, for example, for answer 0.123456, you need to times 100 to percent, then round to 12.35 )