2. Consider the following scenario with two risky securities: State of Economy Probability Stock A Return Stock B Return Recession 20% -6% -30% Normal Growth 60% 8% 5% Boom 20% 12% 55% A. Complete the following table based on the above information: Stock A Stock B Expected return Variance Standard Deviation Covariance (A, B) NA Correlation (A, B) NA B. If you hold a portfolio that is invested 45% in Stock A and 55% in Stock B, what is the portfolio expected return and standard deviation? C. Referring to the previous portfolio (45% A / 55% B), if the current risk-free rate is 3 percent, what is the risk premium on the portfolio