Question 3: 6 points Chapter 6 co 3 Shamma Al Ghantoot has invested $61,000 in DEF shares and $36,600 in HIG shares. Assume the market can have five states: very good, good, neutral, bad and very bad. The probabilities for each state and the returns of two shares are given in the table below: State of the Probability of Stock 1: Stock 2: Economy of occurrence DEF HIG Very good 20% Good 15% Neutral 30% 4% 6% Bad 15% 3% 5% Very bad 20% 2% -4% 7% 6% 12% 10% Note: of your answer is in percentage points, round to two decimal points. o if your answer is in decimals, round to four decimal points. Calculate the expected return for each stock separately. Stock 1: a. (2 points) Stock 2: (2 points) b. Calculate the standard deviation of each stock separately. Stock 1: Stock 2