The standard deviation is given by
![sigma=sqrt{E(X^2)-[E(X)]^2}~~~~~~~~~~~~~~~~~~~~~~~~~~~~~(1)](http://img.homeworklib.com/questions/bacba940-75b6-11ea-97fa-b712c63ad61d.png?x-oss-process=image/resize,w_560)
Where the expectations are given as

and

Hence by (1)

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