A portfolio is invested 40% in stock E, 30% in stock F, and 30% in stock G. Assuming that the returns are normally distributed, what is the 95% probability range of returns for any given year? State of Probability of Rate of Return if State Occurs Economy State of Economy Stock E Stock F Stock G Boom 10% 5% 16% 23% Normal 70% 8% 9% 11% Recession 20% 15% -3% -25%