Q2 Please show work and explain answer

6.25 pts Question 2 An asset with the following return distribution has an expected return of 13.30%. State of Probability of State Return if State Economy of Economy Occurs Recession 0.20 - 15% Normal 0.50 14% Boom 0.30 31% What is the standard deviation of the asset's returns? O 14.58% O 15.42% 13.98% 15.20% 15.95% Noyt