Consider the following information: Rate of Return if State Occurs Stock A Stock B State of Economy Recession Normal Boom Probability of State of Economy .15 .50 .35 .02. -.30 .18 .10 .15 .31 a. Calculate the expected return for the two stocks. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the standard deviation for the two stocks. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) Stock A expected return Stock B expected return Stock A standard deviation Stock B standard deviation You want to create a portfolio equally as risky as the market, and you have $500,000 to invest. Information about the possible investments is given below: Beta $ 85,000 80 Asset Investment Stock A Stock B $165,000 Stock C Risk-free asset 1.15 1.40 a. How much will you invest in Stock C? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) b.How much will you invest in the risk-free asset? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) a. Investment in Stock C b. Investment in risk-free asset