Security Returns if State Occurs State of Economy Bust Boom Probability of State of Economy Roll .20 .80 -12% Ross 13% 30 6 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 Portfolio Return if of State of Product State Occurs Economy Bust .20 % Boom 80 % % E(Rp)= %