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

$\backslash$table$[[,\backslash$table$[[$Probability$],[$of State of$]],$Rate of Return$],[$State of Economy,Economy,if State Occurs$],[$Recession$,\mathrm{.}25,-\mathrm{.}093],[$Normal$,\mathrm{.}44,\mathrm{.}108],[$Boom$,\mathrm{.}31,\mathrm{.}218]]$

Multiple Choice

$11\mathrm{.}66\%$

$14\mathrm{.}89\%$

$18\mathrm{.}12\%$

$13\mathrm{.}59\%$