Question: We're looking at economic data that suggests a 2 0 % probability of a recession, and a 4 0 % probability of both a boom

We're looking at economic data that suggests a 20% probability of a recession, and a 40% probability of both a boom and a neutral state. Expected returns on a stock are boom: 14%, neutral: 9%, recession: -15%. What's the standard deviation of returns?

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