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.) Mean % Standard deviation %