Suppose your expectations regarding the stock market are as follows: State of the Economy Probability HPR Boom 0.4 32% Normal growth Recession 0.3 20 0.3 -16 E(r) = p(s)r(s) x=1 S Var(t) = = p(s)[r(s) - sm1 SD (r) = o = 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.) Answer is complete but not entirely correct. Mean 9.60 X % Standard 20.83 % deviation E(r)] p(s)[r(s) - E()P