Question: Stock A has a -11% return during a recession, 8% return during neutral times, and 15% return during boom times. What is the standard deviation

Stock A has a -11% return during a recession, 8% return during neutral times, and 15% return during boom times. What is the standard deviation for Stock A?

Probabilities:

Recession = .15

Neutral = .70

Boom = .15

Round your answer to four decimal places.

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