State of Economy Probability of State of Economy Security Returns if State Occurs $($Stock A$)$ Security Returns if State Occurs $($Stock B$)$

Recession $\mathrm{.}3\mathrm{.}04-\mathrm{.}20$

Normal $?\mathrm{.}09\mathrm{.}23$

Boom $\mathrm{.}4\mathrm{.}12\mathrm{.}33$

Use the above information on states of the economy and stock returns to calculate the percentage standard deviation of Stock B$.$