Consider the following distribution of returns: State of the Economy Boom Normal Growth Recession Probability 50% 20% 30% RA 30% 0% -15% What is the expected return and standard deviation of security A? Expected return 9% and Standard deviation 20% Expected return 10.5% and Standard deviation 20.2% Expected return 0% and Standard deviation 16.4% Expected return 10.5% and Standard deviation 12.7% Expected return 10.5% and Standard deviation 9.4% RB 7% 3% 2%