$11.$ Consider the following information:

Economy Probability of State of Economy Rate of Return if State Occurs

Stock A Stock B

Recession $\mathrm{.}20\mathrm{.}010\mathrm{.}35$

Normal $\mathrm{.}55\mathrm{.}090\mathrm{.}25$

Boom $\mathrm{.}25\mathrm{.}240\mathrm{.}48$

a$.$ Calculate the expected return for the two stocks.

b$.$ calculate the standard deviation for the two stocks.