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$,\mathrm{.}32,-\mathrm{.}102],[$Normal$,\mathrm{.}35,\mathrm{.}117],[$Boom$,\mathrm{.}33,\mathrm{.}227]]$

Multiple Choice

$18\mathrm{.}20\%$

$26\mathrm{.}47\%$

$18\mathrm{.}88\%$

$24\mathrm{.}27\%$

$13\mathrm{.}49\%$