Given the following information for Sunshine Ltd$,$ the standard deviation is $\_\_\_\_\%$

State of the Economy

Probability

Return

State $1$

$0\mathrm{.}30$

$13\%$

State $2$

$0\mathrm{.}35$

$8\%$

State $3$

$0\mathrm{.}15$

$2\%$

State $4$

$0\mathrm{.}20$

$4\%$