Question: SGW Probability ZPH Probability Return Return State of the economy Recession Recovery Expansion Boom -6% 2% 8% 14% 0.1 0.4 0.3 0.2 -8% 3% 9%

SGW Probability ZPH Probability Return Return State of the economy Recession Recovery Expansion Boom -6% 2% 8% 14% 0.1 0.4 0.3 0.2 -8% 3% 9% 16% 0.1 0.4 0.3 0.2 Refer to question 14. The standard deviations of SGW and ZPH are, respectively: (A) 2.38% and 7.85% B) 4.56% and 7.36% C 12.2% and 9.64% D 5.87% and 6.77% E) 8.78% and 5.89%

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