34. LG U+ stock has return if the economy is in a recession? an expected return of 11.5 percent. Given the information below, what is the expected State of Economy Probability of State of Rate of Return Recession Normal Boom 18-2 65 13 24 A. -5.72 percent B. -11.71 percent C. -11.28 percent D, 10.76 percent E. 5.72 percent 35. Which one of the following is the vertical intercept of the security market line? A. Market rate of return B. Individual security rate of return C. Market risk premium D. Individual security beta multiplied by the market risk premium E. Risk-free rate