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Consider the following portfolio details Stock returns 209 30% 25% 25 Stock A Stock B Stock Ownership percentage State Good Normal Bad Stock Probability 0.

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Consider the following portfolio details Stock returns 209 30% 25% 25 Stock A Stock B Stock Ownership percentage State Good Normal Bad Stock Probability 0. 0.51 0.11 0.90 0.101 0.10 0.60 0.10 020 080 0.40 -0.20 0.90 0 20 -020 Calculate expected return and standard deviation of this portfolio Expected retum = Standard deviation Answer in 4 decimal places

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