Suppose your expectations regarding the stock market are as follows: E(r) = sigma^S_s = 1 p(s) r(s) Var(r) = sigma^2 = sigma^S_s = 1 p(s)[r(s) - E(r)]^2 SD(r) = sigma = squareroot Var(r) Use above equations to compute the mean and standard deviation of the HPR on stocks. (Do not round intermediate calculations. Round your answers to 2 decimal places.)