Over the past six years, a stock had annual returns of 10 percent, 5 percent, 7 percent, 8 percent, 2 percent, and -11 percent, respectively.
What is the standard deviation of these returns? Enter your answer as a percentage rounded off to two decimal points. Do not enter % in the answer box.
For example, if your answer is 12.345% then enter as 12.35 in the answer box.