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state probability Return on RETURN A ON B POOR 35% -0.09 -0.4 NORMAL 15% 6.2 0.1 GOOD 50% 6.2 0.15 risk free 3% A=4 Weight a Weight b what is the return of stock a O what is the return on stock b? what is the standard deviation on stock a? what is the standard deviation on stock b