You are given the following probability distribution of returns for stock J: A probability of .2 that the return will be 12%; a probability of .35 that the return will be 18%; a probability of .3 that the return will be -10%; and a probability of .15 that the return will be 10% What is the standard deviation of stock J rounded to the nearest whole number?

10%

14%

A. 12%

16%