We know the following expected returns for stocks A and B$,$ given different states of the economy:

State $($s$)$ Probability E$($rA$,$s$)$ E$($rB$,$s$)$

Recession $0\mathrm{.}3-0\mathrm{.}020\mathrm{.}04$

Normal $0\mathrm{.}50\mathrm{.}130\mathrm{.}07$

Expansion $0\mathrm{.}20\mathrm{.}210\mathrm{.}11$ What is the standard deviation of returns for stock A and B$?$