State of Prob. of the Rate of return if state occurs the economy. state of economy Stock A Stock B Boom 0.40 12% 4% Bust 0.60 2% 4% You MUST use 4 digits in every calculation you do in order for your answer to be the same as the one in the system. Enter answer using 4 decimals. Do not use or enter the %. For example, if your answer is 3.48% enter 0.035; if your answer is 0.12013 then enter 0.1201 What is the expected return of a portfolio with 70% in asset A and 30% in Asset B? What is the standard deviation of the portfolio with 70% in asset A and 30% in Asset B? A