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Security Returns if State Occurs State of Economy Bust Boom Probability of State of Economy 0.20 0.80 Roli -19% Ross 20% 30 Calculate the expected

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Security Returns if State Occurs State of Economy Bust Boom Probability of State of Economy 0.20 0.80 Roli -19% Ross 20% 30 Calculate the expected return on a portfolio of 70 percent Roll and 30 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 Probability of State of Economy Economy Portfolio Return if State Occurs Product Bust Boom 0.20 0.80 % = E(RP)= % %

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