Probability of Normal state is 80%, probability of recession is 20%. Return on Stock A is 11% in normal and 4% in recession. Return on Stock B is 18% in normal and 6% in recession. What is the standard deviation of the returns on a portfolio that is 30% in Stock A and 70% in Stock B?

		8.7%
		6.2%%
		17.6%
		4.2%
		5.8%

What is the expected return on Stock A?

		9.6%
		11.6%
		7.0%%
		11%
		4%