The following is the probability distribution for a discrete random variable X for which the mean m = 2.5.

X

1

2

3

4

P(X = x)

0.2

0.3

0.3

0.2

What is the standard deviation of the random variable X? Must show calculations.

A)

1.05

B)

1.58

C)

1.025

D)

0.96

E)

0.98