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

$\backslash$table$[[$State of$,$Probability of$,$Rate of Return if$],[$Economy$,$State of Economy,State Occurs$],[$Recession$,\mathrm{.}30,-104],[$Normal$,\mathrm{.}33,\mathrm{.}119],[$Boom$,\mathrm{.}37,\mathrm{.}229]]$

Multiple Choice

$24\mathrm{.}43\%$

$16\mathrm{.}80\%$

$17\mathrm{.}68\%$

$22\mathrm{.}39\%$

$12\mathrm{.}96\%$