Suppose in is measured from time n - 1 to n. Let be in, n = 1, 2, 3, ... be i.i.d. In a certain interest rate model, given p = 0.7, Pr(in = 0.03) = p, for n = 1, 2, 3, .... Pr(in = 0.09) = 1 - p, for n = 1, 2, 3, .... Calculate the standard deviation of the accumulation of 1 unit invested for 1 year under this interest rate model.

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