(2) (This question covers one of chapter 11 topics) Use the following information on states of the economy and stock returns to answer the followings: Security Returns State of If State Occurs Probability of Economy State of Economy Roll Ross -10% 21% Boom .60 28 8 Bust .40 Calculate the volatility of a portfolio of 35 percent Roll and 65 percent Ross by filling in the following table: (1) (2) State of Probability of Economy State of Economy Bust Boom (3) Portfolio Return If State Occurs (5) Squared Deviation Product from Expected Return (2) x (4) op