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The annual returns, in percentages, on stocks A and B for three possible states of the economy are given in the table below. Economy State: Good, Probability: 0.5, Stock A: 40 Stock B: 20 Economy State: Average, Probability: 0.3, Stock A: 20 Stock B: 40 Economy State: Bad, Probability: 0.2, Stock A: 10 Stock B: 8 problem: If one invested in StockA, what would be the standard deviation of the percentage return? Place your answer, in percent rounded to 1 decimal place, in the blank. For ex, a standard deviation of 10.39 percent would be reported as 10.4. Do not use a percent sign.

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