Problem 11-6 Portfolio Expected Returns (LO2, CFA3) State of Economy Bust Boom Security Returns if State Occurs Probability of State of Economy Roll Ross 0.60 9% 13% 0.40 20 5 Calculate the expected return on a portfolio of 40 percent Roll and 60 percent Ross by filling in the following table: (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) State of Economy Probability of State of Economy Portfolio Return if State Occurs Product Bust 0.60 % % Boom 0.40 % % % E(RP)=