Based on the following information, what is the standard deviation of returns? State of EconomyProbability of State of EconomyRate of Return if State OccursRecession$\mathrm{.}23\mathrm{.}111$Normal$\mathrm{.}26\mathrm{.}126$Boom$\mathrm{.}51\mathrm{.}236$Multiple Choice$19\mathrm{.}09\%25\mathrm{.}45\%27\mathrm{.}76\%13\mathrm{.}82\%19\mathrm{.}63\%$