2. Question 2 (1 point) Given the following probability distribution of the returns on security for the corresponding states of nature, what is the expected return and the standard deviation of returns for Security J? 5 6 State 9 1 2 3 NH Probability Return on of state security 0.2 5% 0.6 12 0.2 19 12 a) 15%: 3.16% 15 b) 15%; 4.43% 18 c) 12%; 5.18% 21 d) 12%; 4.43% e) 20%; 5.00% 24 Question 3 (1 point) Magee Company's stock has a beta of 1.25, the risk-free rate is 4.50%, and the CADA