Andrew Mahlangu is an ivestor and he wants to invest one of two shares. These two shares have the following risk profiles:

Economic state	probability	Expected return	Expected return
		Share AB	Share GH
1	0.40	4%	14%
2	0.40	12%	20%
3	0.40	15%	-6%

The following information is available

- Risk-free rate is 4%

- Standard deviation of expected return is 6%

- Market return is 17%

Required:

Calculate the expected returns for shares AB and GH