40. The projected strength of the economy is rated on an equally weighted five point scale (20% weight each), and the expected returns for Wave Shredder Inc. are 9.5%, 5.0%, 12%, 3.5% and 7% in the different states of the economy. If the standard deviation is 2.0%, how many of these returns fall within 1 standard deviation of the expected return? (Hint: First find the average expected return.)
A. 1
B. 2
C. 3
D. 4
E. 5