Probability of State State of Economy Return on A Return on B

Recession .50 -0.10 0.20

Boom .50 0.30 - 0.10

1. What comes closest to Stock As expected return and Stock Bs standard deviation?

Stock As expected return is 10% and Stock Bs standard deviation is 15% Stock As expected return is 10% and Stock Bs standard deviation is 2% Stock As expected return is 10% and Stock Bs standard deviation is 0% Stock As expected return is 15% and Stock Bs standard deviation is 15% Stock As expected return is 15% and Stock Bs standard deviation is 0%

Work it out thoroughly, as if I'm an idiot