Consider a single period economy which can enter one of three possible states indexed by 1, 2, and 3. Each of these states occurs with equal probability. There are three assets in this economy and their gross returns are state dependent as given below: Asset A Asset B Asset C State 1 1.75 1.05 0.80 State 2 1.20 1.05 0.90 State 3 0.5 1.05 1.31 Using the above information to answer Questions 11 - 12. What is the value of the SDF for state 2? Pls round your answer to 2 decimal places, e.g., 0.12. Which state is the worst state? Ostate 2 Ostate 3 states 2 and 3 Ostate 1