Poor II. Consider the following investment options along with the designated probability distribution of returns for each: 6 marks) Economic state Probability of T-Bill Stock A Stock B occurrence Very poor 0.1 5.5% (15)% 30% 0.2 5.5% 5% 20% Average 0.4 5.5% 17% 10% 0.2 5.5% 20% 0% Very good 0.1 5.5% 35% (10)% Construct an equal investment portfolio of stock A and stock B and calculate: a) The portfolio's expected return. b) The portfolio's standard deviation. Good