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

$\backslash$table$[[$State of Economy,$\backslash$table$[[$Probabitty$],[$of State of$],[$Economy$]],\backslash$table$[[$Rate of Return$],[$if State Occurs$]]],[$Recession$,\mathrm{.}33,-\mathrm{.}101],[$Normal$,\mathrm{.}36,\mathrm{.}116],[$Boon$,\mathrm{.}31,\mathrm{.}226]]$

Multiple Choice

$26\mathrm{.}018$

$13\mathrm{.}37\%$

$23\mathrm{.}84\%$

$17\mathrm{.}88\%$