During a normal economy, the coomon stock of douglass & frank is expected to return a 1.5 percent. During a recession, the expected return is -5 percent and during a boom. the expected return is 18 percent. the probability of a normal economy is 65 percent while the probabiltiy ofa recession is 25 percent and the probabilty of a boom is 10 percent. What is the standard deviation of these expected returns?