Based on the following information, what is the standard deviation of returns?

$\backslash$table$[[,\backslash$table$[[$Probability of$],[$State of$]],$Rate of Return if$],[$State of Economy,Economy,State Occurs$],[$Recession$,\mathrm{.}31,-\mathrm{.}103],[$Normal$,\mathrm{.}34,\mathrm{.}118],[$Boom$,\mathrm{.}35,\mathrm{.}228]]$

Multiple Choice

$19\mathrm{.}11\%$

$24\mathrm{.}63\%$

$18\mathrm{.}48\%$

$26\mathrm{.}87\%$

$13\mathrm{.}59\%$