You have been given the following information: State of Economy Depression Recession Normal Boom Probability of Rate of Return State of Economy if State Occurs .09 -.111 .19 .053 .50 .124 22 205 Calculate the expected return and standard deviation. (Do not round intermedia calculations and enter your answers as a percent rounded to 2 decimal places, e.g 32.16.) Expected return Standard deviation 10.72% 3.27%