You have one LAST attempt left of this question for credit. Financial analysts have estimated the returns on shares of the Goldday Corporation and the overall market portfolio under two economic states nature as follows. For Goldday the state dependent returns are 0.06 in recession, and 0.06 in an economic boom. For the market the state dependent returns are 0.06 in recession, and 0.16 in boom. The analyst estimates that the probability of a recession is 0.50 while the probability of an economic boom is 0.50. Compute the standard deviation of the market. * State your answer in decimal form, working your analysis using at least four decimal places of accuracy. Financial analysts have estimated the returns on shares of the Woods Corporation and the overall market portfolio under two economic states nature as follows. For Woods the state dependent returns are 0.03 in recession, and 0.06 in an economic boom. For the market the state dependent returns are 0.06 in recession, and 0.10 in boom. The analyst estimates that the probability of a recession is 0.50 while the probability of an economic boom is 0.50. Calculate the beta of Woods. * State your answer in decimal form, working your analysis using at least four decimal places of accuracy. Financial analysts have estimated the returns on shares of Drucker Corporation and the overall market portfolio under various economic conditions as follows. The return for Drucker in the following three economic states of nature are forecasted to be: 20%% in recession, +8% in moderate growth, and +36% in a boom. Estimates for the market as a whole in the same economic states are 12% in recession, +5% in moderate growth, and +20% in boom. The analyst considers each state to be equally likely. Using these data, compute the beta of Drucker Corporation's stock. Place your answer as a number with at least three decimal places