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There are three securities in the market. The following chart shows their possible payoffs: State 1 Probability Return on Return on Return on of Outcome

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There are three securities in the market. The following chart shows their possible payoffs: State 1 Probability Return on Return on Return on of Outcome Security 1 Security 2 Security 3 .15 .198 .198 .048 .35 .148 .098 .098 .35 .098 .148 .148 .15 .048 .048 .198 WN 4 a. What is the expected return and standard deviation of each security? (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) Security 1 Security 2 Security 3 Expected return % % Standard Deviation % % %

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