Consider the following information about three stocks:

$\backslash$table$[[\backslash$table$[[$State of$],[$economy$]],\backslash$table$[[$Probability of state of$],[$economy$]],$Rate of return if state occurs$],[$Stock $A,$Stock $B,$Stock$],[$Boom$,0\mathrm{.}30,0\mathrm{.}20,0\mathrm{.}25,0\mathrm{.}60],[$Normal$,0\mathrm{.}45,0\mathrm{.}15,0\mathrm{.}11,0\mathrm{.}05],[$Bust$,0\mathrm{.}25,0\mathrm{.}01,-0\mathrm{.}15,-0\mathrm{.}5$