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Your investment has a a 10% chance of losing 3%, a 50% chance of earning a 10% rate of return, and 40% chance of earning

Your investment has a a 10% chance of losing 3%, a 50% chance of earning a 10% rate of return, and 40% chance of earning a 15% rate of return. What is the standard deviation of this investment?

Remember to state your answer as a percentage. For example, 99.99%.

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