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State of Economy Probability of State of Economy Security Returns if State Occurs Roll Ross Bust 0 . 3 0 - 1 7 % 1

State of Economy Probability of State of Economy Security Returns if State Occurs
Roll Ross
Bust 0.30-17%18%
Boom 0.7017%5%
Calculate the expected return on a portfolio of 70 percent Roll and 30 percent Ross by filling in the following table:
Note: 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.

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