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Stock A has the following returns for various states of the economy: State of Economy Probability...

Stock A has the following returns for various states of the economy:

State of Economy Probability Stock A's Return

Recession 5% -50%

Below average 25% -3%

Average 35% 10%

Above average 20% 20%

Boom 15% 45%

Stock A's standard deviation of returns is _______

   20.62%
   4.25%
   6.47%
   11%

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