Suppose your expectations regarding the total return (TR) on equities are as follows: State of the Market Probability Total Return (TR) Boom 0.35 35.0% Normal growth 0.30 10.0 Recession 0.35 -25.0 The mean TR of equities is and its standard deviation is A) -20.0%; 20.0% B) 6.5%; 25.2% C) 11.0%; 21.4% D) 14.0%; 25.5% E) 40.0%; 30.0%