2. Assume that you expect to hold a $20,000 investment for one year. It is forecasted to have a year end
value of $21,000 with a 30% probability; a year end value of $24,000 with a 45% probability; and a year
end value of $30,000 with a 25% probability. What is the standard deviation of the holding period return
for this investment?
(A)12.06%
(B)14.36%
(C)16.36%
(D)33.45%