Vay Miller Trust Corporation is considering a portfolio with 80% weighting in a cyclical stock and 20% weighting in a countercyclical stock. It is expected that there will be four economic states: Excellent, Good, Average and Bad, each with equal probabilities of occurrence. The cyclical stock is expected to have returns of 25%, 5% and 1% -2% in Excellent, Good, Average and Bad economies respectively. The countereyclical stock is expected to have returns of -10%-8%, 2% and 14% in Excellent, Good, Average and Bad economies respectively. Given this information, calculate (rounded to 4 decimal places) a. Expected return for the portfolio b. Variance for the portfolio's returns