Consider the following returns: Year-End 2000 2001 2002 2003 2004 2005 Lowes Realized Return 20.3%...

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Consider the following returns: Year-End 2000 2001 2002 2003 2004 2005 Lowes Realized Return 20.3% 72.7% 25.7% 56.4% 6.7% 17.9% Home Depot Realized Return - 14.6% 4.5% - 58.1% 71.3% 17.3% 0.9% IBM Realized Return 0.2% -3.2% - 27.0% 27.9% -5.1% - 11.3% The volatility on Home Depot's returns is closest to: A. 42% B. 32% C. 35% O D. 17%

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