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.)