Consider two investments, Witwer Corp. and Martin Inc., which have three possible outcomes: Good, OK, and Bad. Suppose you invested $500,000 in Witwer Corp. and $250,000 in Martin Inc. (a) What is the expected return of your portfolio (which consists of Witwer Corp. and Martin Inc.)? (b) What is the standard deviation of your portfolio's returns? Economic State Probability Good OK Bad 0.20 0.60 0.20 Possible return on Witwer Corp 20% 12% -10% Possible return on Martin Inc. -2% 6% 20%