Security Returns if State Occurs State of Economy Bust Boom Probability of State of Economy 0.40 0.60 Roll -16% 16 Ross 17% Calculate the expected return on a portfolio of 65 percent Roll and 35 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.) Probability Portfolio Return it State Occurs State of of State of Economy Economy Product Bust 0.40 Boom 0.60 E(RP)