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 .15 -.100 .20 .064 .50 .135 .15 .216 Calculate the expected return and standard deviation. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return 9.77% Standard deviation %