Security Returns if State Occurs State of Economy Bust Boom Probability of State of Economy 0.40 0.60 Roll -10% 28 ROSS 21% Calculate the volatility of a portfolio of 35 percent Roll and 65 percent Ross by filling in the following table: (Do not round intermediate calculations. Enter all answers, except the standard deviation, as decimals rounded to 5 decimal places. Enter the standard deviation as a percent rounded to 2 decimal places.) Calculating Portfolio Variance Squared State of Probability Portfolio Return if Deviation from of State of Economy 0.40 0.60 Product Expected Return State Occurs Economy Bust Boom =