Security Returns if State OccursState of EconomyProbability of State of EconomyRollRossBust0.4010%21%Boom0.60288

Calculate the volatility of a portfolio of 35 percent Roll and 65 percent Ross by filling in the following table:

Note: 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.