State of Economy Bust Boom Security Returns if State Occurs Probability of State of Economy Roll Ross 0.50 -14% 18% 0.50 25 6 Calculate the expected return on a portfolio of 65 percent Roll and 35 percent Ross by filling in the following table: (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) State of Economy Probability of State of Economy Portfolio Return if State Occurs Product % Bust Boom 0.50 0.50 % % % % E(RP)=