4. Given the following information, calculate the expected retum and standard deviation for a portfolio that has 30% invested in JPMorgan stock (JPM), 20% invested in Citicorp stock (C) and the remaining allocation in Bank of America (BAC) stock. (125 POINTS) Returns State of Economy Boom Recession Probability of the Economy 55.0% 45.0% JPM 19.0% 2.0% 23.0% -1.5% BAC 18.5% 2.5% 4. Given the following information, calculate the expected retum and standard deviation for a portfolio that has 30% invested in JPMorgan stock (JPM), 20% invested in Citicorp stock (C) and the remaining allocation in Bank of America (BAC) stock. (125 POINTS) Returns State of Economy Boom Recession Probability of the Economy 55.0% 45.0% JPM 19.0% 2.0% 23.0% -1.5% BAC 18.5% 2.5%