State of Economy Bust Boom Security Returns if State Occurs Probability of State of Economy Roll Ross 0.60 13% 0.40 20 9% Calculate the expected return on a portfolio of 40 percent Roll and 60 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.) Portfolio Return if State Occurs Product State of Probability of State of Economy Economy Bust 0.60 Boom 0.40 E(RP)