Consider the following information: Probability of State of Economy State of Economy Recession 20 Normal .60 Boom 20 Calculate the expected return for Stock A. Rate of Return if State Occurs Stock A Stock B .03 -.17 .09 15 15 .35 Calculate the expected return for Stock A. Expected return 9.00% 9.02% 9.45% 8.95% 9.36% Calculate the expected return for Stock B. Expected return 12.60% 11.00% 13.23% 11.97% 13.10% Calculate the standard deviation for Stock A. Standard deviation 3.79% 2.68% 3.98% 3.60% 3.95% Calculate the standard deviation for Stock B. Standard deviation 16.70% 11.81% 17.54% 15.87% 17.37%