You have been given this probability distribution for the holding$-$period return for Cheese, Inc. stock:

Stock of the EconomyProbabilityHPRBoom$0\mathrm{.}2024\%$Normal growth$0\mathrm{.}4515\%$Recession$0\mathrm{.}358\%$

Assuming that the expected return on Cheese's stock is $14\mathrm{.}35\%,$ what is the standard deviation of these returns?

$4\mathrm{.}38\%$

None of the options are correct.

$5\mathrm{.}74\%$

$6\mathrm{.}30\%$

$4\mathrm{.}72\%$