σ=√E((X-EX)？ )=√(E(X？ )-(EX)？ ), e stands for mathematical expectation. The mathematical expectation of x here is ex = 0.2 * 9%+0.4 *12%+0.3 *10%+0.1* 5% =10.
x？ E(X)' s mathematical expectation? )=0.2*9%? +0.4* 12%? +0.3* 10%? +0. 1*5%? = 1.063%
σ=2.07%
The answer is a.