What Is the Standard Deviation of the Returns on This

Multiple Choice

What is the standard deviation of the returns on this stock?
$$\begin{array} { l c c } \text { State of the Economy } & \text { Erobability } & E ( R ) \\\text { Boom } & .30 & 7.5\% \\\text { Normal } & .70 & 21.0\%\end{array}$$

A) 3.33%
B) 4.62%
C) 5.01%
D) 5.77%
E) 6.19%