After extensive research, you believe the probability distribution for next year's return on FB Inc is:
| Return |
Probability |
| 10.5% |
0.2 |
| 3.2% |
0.3 |
| -5.2% |
0.3 |
| 12.1% |
0.2 |
Compute the standard deviation of this return.
Express your answer as a percentage to three decimal places (the percent sign is not essential). That is, if you compute a standard deviation of 0.12345, enter your answer as 12.345.