State of Economy Bust Boom Probability of State of Economy .30 70 Bust Boom Security Returns If State Occurs Roll 30 70 -12% 23 State of Probability of Portfolio Return Economy State of Economy If State Occurs Calculate the expected return on a portfolio of 55 percent Roll and 45 percent Ross by filling in the following table: (Round your answers to 4 decimal places. Negative answers should be indicated by a minus sign. Omit the "%" sign in your response.) Ross 16% E(Rp) = Product 1%

Calculate the expected return on a portfolio of 55 percent Roll and 45 percent Ross by filling in the following table: (Round your answers to 4 decimal places. Negative answers should be indicated by a minus sign. Omit the "\%" sign in your response.)