Alpha Industries stock had returns of 17 percent, -11 percent, 9 percent, and 2 percent for four of the last five years, respectively. The average return of the stock over this period was 8.7 percent. What is the standard deviation of the stock's returns?
a. 14.67 percent
b. 12.90 percent
c. 15.14 percent
d. 15.47 percent
e. 14.31 percent