Please show math.

(Chap 15) A firm would like to borrow $870 for one year from a bank to invest in a project. The project has a 65% chance of a $600 time 1 cash flow and a 35% chance of a $2100 time 1 cash flow. The firm has no "assets-in-place," and therefore will only be able to use the cash flows from the project to make payment on the loan. The following table shows the cash flows at time 1 : Assume the bank sets the interest rate on this $870 one-year loan at 27%. Based on this 27% interest rate, what is the bank's expected return on the loan? Enter your answer as a percent to two decimal places (e.g., 0.1250=12.50% ). If the answer is negative, enter with the minus sign (e.g., enter as - 12.50\%). Full credit: within 0.02% of the correct answer (e.g., 12.48\% - 12.52\%). Partial credit: within 0.10% of the correct answer (e.g., 12.40\% 12.60%)