8. The following describes the probability distribution of future returns for 2 stocks: State of the Economy Boom Normal Depression Probability of the State 0.25 0.65 0.10 Return on Return on Stock A Stock B 21% 8% 7% 10% -6% 12% Beta 1.62 1.06 a) Compute the expected return and the standard deviation of the returns for both stocks. b) Compute the expected return, standard deviation, and beta of a portfolio consisting of 25% stock A and 75% stock B