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Suppose you have predicted the following stock returns for CYM Hotel Group in three possible states...

Suppose you have predicted the following stock returns for CYM Hotel Group in three possible states of the economy. What is the standard deviation of this stock?

State of Economy             Probability      Return

Boom                                  30% 25%

Normal                                  70% 11%

a. 6.42%

b. 1.52%

c. 3.23%

d. 4.44%

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