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Security Returns if State Occurs State of Economy Bust Boom Probability of State of Economy .40 .60 Roll -17% 28 Ross 18% 7 Calculate the

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Security Returns if State Occurs State of Economy Bust Boom Probability of State of Economy .40 .60 Roll -17% 28 Ross 18% 7 Calculate the standard deviations for Roll and Ross by filling in the following table: (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 4 decimal places.) State of Economy Return Probability Deviation from of State of Expected Economy Return Squared Return Deviation Product Roll Bust 40 -0.0680 0.2700 Boom .60 0.0292 0.0194 0.0486 02 Ross Bust 40 Boom 60 -0.0440 0.0019 02 0.0017 0.0012 0.0029 + (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Roll Standard Deviations 22.05% % Ross

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