0.05 State Probability A Stock B Stock Boom 0.5 0.20 0.15 Normal 0.2 0.30 Recession 0.3 0.10 0.03 Suppose you have predicted the following returns for stocks A and B in three possible states of the economy. What are the expected returns stock A and B? What is the variance of stock A and B? What is the standard deviation of stock A and B? Select one: a. Expected Return R(A)=%14 R(B)= %14,4 Variance Stock A=0,21 Stock B=0,336 Standard Deviation Stock A=45,8% Stock B=57,96% O b. R(A)=%1 R(B)=%9 Variance Stock A=0,008 Stock B=0,049 Standard Deviation Stock A=28% Stock B=22,1% O c. R(A)=%17 R(B)= %18,4 Variance Stock A=0,17 Stock B=0,045 Standard Deviation Stock A=41% Stock B-21% d. R(A)=%15 R(B)=%15.5 Variance Stock A=0,29 Stock B=0,45 Standard Deviation Stock A=53% Stock B=67% re