\begin{tabular}{lccc} & & \multicolumn{2}{c}{ Security Returns } \\ State of & Probability of & \multicolumn{2}{c}{ if State Occurs } \\ \cline { 3 - 4 } Economy & State of Economy & Roll & Ross \\ \hline Bust & .40 & 10% & 21% \\ Boom & .60 & 28 & 8 \\ \hline \end{tabular} Portfolio Expected Returns (LO2, CFA3) Calculate the expected return on a portfolio of 55 percent Roll and 45 percent Ross by filling in the following table