You have a portfolio which is comprised of 70 percent of stock A and 30 percent of stock B. What is the ex return on this portfolio? Probabilit State of the Economy Weight Boom Normal Recession 0.2 0.6 0.2 E(R) A 70% 20% 12% -8% E(R) B 30% 14% 8% 5% 9.30 percent 12.40 percent 9.58 percent 10.03 percent 11.79 percent