Security Returns if State Occurs State of Economy Bust Boom Probability of State of Economy .30 .70 Roll -12% 23 Ross 16% 6 Calculate the expected return on a portfolio of 55 percent Roll and 45 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.) X Answer is not complete. State of Economy Probability of State of Economy Portfolio Return if State Occurs Product Bust 30 % % Boom .70 % % E(Rp) 10.93 %