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

$\backslash$table$[[,$Probability of State,Rate of Return if$],[$State of Economy,of Economy,State $0$ccurs$],[$Recession$,\mathrm{.}27,-\mathrm{.}095],[$Normal$,\mathrm{.}42,\mathrm{.}110],[$Boom$,\mathrm{.}31,\mathrm{.}220]]$