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The returns on a portfolio over the last five years were: --5

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The returns on a portfolio over the last five years were: --5.2 percent, 21.6 percent, 4.5 percent, 11.7 percent, and 5.9 percent. What is the standard deviation of these returns?

a. 8.82%

b. 9.21%

c. 9.86%

d. 9.08%

e. 9.73%