Assume that you are holding a well-diversified portfolio in which the expected returns on your portfolio resemble the expected market returns in the last problem. If you add CRU to your investment portfolio, the new portfolio will be comprised of 20% ofCRU and 80% of the old portfolio. What is the new portfolio's expected return? If you added WT instead of CRU, what would be the expected return on the portfolio? 9.52%: 9.44% You are considering investing in one of two stocks, Computers R Us (CRU) or Web Tech (WT). Given the following probability distribution of retums, what is the expected rate of return for each stock? What is the expected rate of return for the market? What is the standard deviation for each of the investments? State Probability CRU WT Market -15% 42% -8% 0.2 0.6 0.2 10 25 E(R)-10%(CRU): 9.6%(WT); 9.4%(MRKT), SD - 15.81%CRU): 22.96%(WT): 10.46%(MRKT)