The probability of an expansion period is 30% and the predicted holding period return is 44.00% The probability of a 'normal' period is 40% and the predicted holding period return is 14.00% The probability of a 'contractionary period is 30% and the predicted holding period return is -16.00% Using these scenarios: What is the mean and standard deviation of the holding period return? Mean = 16% and SD = 24.51% Mean = 15% and SD = 23.82% Mean = 15% and SD = 23.82% Mean = 14% and SD = 23.24% changes to this