Question: We know the following expected returns for stocks A and B, given different states of the economy: State (s) Probability E(rA,s) E(rB,s) Recession 0.1 -0.02

We know the following expected returns for stocks A and B, given different states of the economy:

State (s) Probability E(rA,s) E(rB,s) Recession 0.1 -0.02 0.05 Normal 0.5 0.13 0.08 Expansion 0.4 0.21 0.12

what is the standard deviation of returns for stock a?

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