Calculating Standard Deviation

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

$13\mathrm{.}82\%$

$19\mathrm{.}09\%$

$27\mathrm{.}76\%$

$19\mathrm{.}63\%$

$25\mathrm{.}45\%$