(Use the following data to answer the next three questions.) State of Economy Recession Normal Boom Probability of State of Economy 0.20 0.50 0.30 Stock A 0.06 0.08 0.16 Stock B -0.19 0.16 0.34 11. What is the expected return on Stock A? a. 8.4% c. 12.1% 6. 10.0% d. 14.2% 12. What is the standard deviation of return on Stock B? a. a. 7.62% c. 13.11% b. 12.07% d. 18.43% 13. Which is riskier? a. Stock A is riskier. c. They have the same risk. b. Stock B is riskier. d. Both are risk-free