Security Returns if State Occurs
State of Economy	Probability of State of Economy	Roll		Ross
Bust	0.40	10	%	21	%
Boom	0.60	28		8

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.)