Check my work View previous attempt Security Returns if State Occurs State of Economy Bust Boom Probability of State of Economy 0.40 0.60 Roll -101 28 Ross 21% points Calculate the volatility of a portfolio of 35 percent Rolland 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.) eBook Print State of Economy Product References Calculating Portfolio Variance Squared Probability of State of Portfolio Return if Deviation from State Occurs Expected Economy Return 0.40 0.10150 0.60 0.15000 op2 = 1 = 0.00034 Bust Boom 0.00023 2.39%