Calculate the standard deviation of a portfolio that has a 20% chance of returning 7%, a 30% chance of returning 8%, a 25% chance of returning 10%, and a 25% chance of returning 12%.

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Calculate the standard deviation of a portfolio that has a 20% chance of returning 7%, a 30% chance of returning 8%, a 25% chance of returning 10%, and a 25% chance of returning 12%.