State of Economy Probability of State Asset A Rate of Retun Asset B Rate of Return

Boom 0.3 0.30 0.15

Normal 0.6 0.03 0.05

Recession 0.1 -0.30 -0.05

What is the expected return for asset A?

What is the expected return for asset B?

What is the standard deviation for asset A?

What is the standard deviation for asset B?

What is the expected return of a portfolio that has 70% in Asset A and 30% in Asset B?