Che 2 Security Returns if State Occurs State of Economy Bust Boom Probability of State of Economy 0.40 Roll -10% 28 Ross 21% 8 0.60 ok Calculate the volatility of a portfolio of 35 percent Roll and 65 percent Ross by filling in the following table: (Do not round intermediate calculations. Enter all answers, except the standard deviation, as decimals rounded to 5 decimal places. Enter the standard deviation as a percent rounded to 2 decimal places.) ht nces State of Economy Economy Product Calculating Portfolio Variance Probability Squared Portfolio Return if Deviation from of State of State Occurs Expected Return 0.40 0.10150 0.60 0.15000 ap2 = o= Bust 0.00034 Boom 0.00023 0.00056 2.38%