State Probability Return on Security A Return on Security B Boom 6 13% 20% Bust 4 -4.5% 3% What is the standard deviation of Security A? 0.7% 8.58% 8.6% 4.2% 3 pts Question 32 State Probability Return on Security A Return on Security B Boom 6 13% 20% Bust 4 -4.5% 3% What is the expected return on Security B? 11.5% 8.8% 7.29 9.7% 13.2% Question 33 3 pts State Probability Return on Security A Return on Security B Boom .6 13% 20% Bust -4.5% 3% What is the expected return on a portfolio composed of 25% in security A and 75% in security B? 11.9% 14.5% 9.7% 6.1% 11.4%