Expected Return for Stock B, standard deviation for stock a and b?

Problem 19 Intro * We know the following expected returns for stocks A and B, given different states of the economy: State (s) Probability E(rAs) E(rs,s) Recession 0.2 -0.04 0.02 Normal 0.5 0.11 0.05 Expansion 0.3 0.19 0.09