Q.3Set. (A) The forecasted returns of two stocks in different economic conditions are as follows: Economic Condition Super growth High growth Low growth Stagnation Recession Probability 0.30 Return on stock A (%) 30 0.25 25 0.20 0.15 0.1 20 10 -25 Return on stock B (%) 20 15 10 5 -10 Calculate the following: (a) What is the expected return and risk if you invest only in stock A? [1 Mark] (b) What is the expected return and risk if you invest only in stock B? [1 Mark] (c) What is the expected return and risk if you invest in a portfolio consisting of stock A and B in equal proportion? [3 Marks]