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For the coming year, Stock A has a 10% chance of losing 11%, a 20% chance...

For the coming year, Stock A has a 10% chance of losing 11%, a 20% chance of making 6%, a 60% chance of making 16% and a 10% chance of making 40%. What is the standard deviation of Stock A’s return?

A. 12.05%

B. 34.18%

C. 12.20%

D. 36.96%

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