6. Based on the following information, calculate (1) the expected return and standard deviation for each of the two stocks; and (2) the expected return and standard deviation for a portfolio that invests 60% in Stock A and 40% in Stock B. Assume Pas = 0.5. State of Economy Recession Normal Boom Probability of State of Economy ??? 0.50 0.30 Rate of Return Stock A 0.02 0.08 0.10 Rate of Return Stock B -0.20 0.10 0.30