You were analyzing a stock and came up with the following probability distribution of the stock returns. What is the coefficient of variation on the stock?

State of the Economy

Boom

Probability of State Occurring

Normal

Recession

$13\%$

$52\%$

$35\%$

Stock's Expected Return

$25\%$

$16\%$

$8\%$

$0\mathrm{.}3757$

$0\mathrm{.}3193$

$0\mathrm{.}4884$

$0\mathrm{.}4132$

$0\mathrm{.}4320$