Question: Same numbers as last question: There is a 5 0 % of chance the market will be in recession next year, and if it happens,

Same numbers as last question:
There is a 50% of chance the market will be in recession next year, and if it happens, stock A will have a return of -35%; There is a 30% of chance the market will be normal next year, and if it happens, stock A will have a return of 8%; There is a 20% of chance the market will be in boom next year, and if it happens, stock A will have a return of 20%.
What is the standard deviation for the stock?

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