A Moving to another question will save this response. Question 9 of 10 Question 9 1 points Saved Suppose that there are two possible states of the world next year: boom or recession. Suppose that we forecast the following probabilities of these states and the returns to two US stocks, CXW (Corrections Corp of America; a prison stock) and AMR (parent of American Airlines). What is the expected return on each stock? Give your answers to four decimal places. STATE Prob. R(CXW) R(AMR) Boom 0.45 -0.1 0.25 0.55 0.1 -0.25 Recession A. E[R(CXW)] = -0.0250; E[R(AMR)] = 0.0100 B. E[R(CXW)] = 0.0000; E[R(AMR)] = 0.0000 C. E[R(CXW)] = -0.0100; E[R(AMR)] = 0.0250 D. E[R(CXW)] = 0.1000; E[R(AMR)] = 0.2500 E. E[R(CXW)] = -0.0500; E[R(AMR)] = -0.0500 F. E[R(CXW)] = 0.0100; E[R(AMR)] = -0,0250 G. This queston does not have an economically sensible answer, H. None of the above is correct. A Moving to another question will save this response. >>