Based on historical data, you have estimated the following probability distributions for the returns on two individual securities (SMALL and BIG) and the value-weighted market portfolio: Probability State SMALL BIG Market 8% Expansion 0.3 25% 12% Normal 6% 0.5 15% 10% 3% Recession 0.2 0% 2% Calculate the expected return and standard deviation of return for a portfolio that consists of 3/4 Big and 1/4 Small. E(Rp) 7.3%, op 1.18% E(RD) 3.23%, o,=1.01% E(Rp) 8.1%, p 3.73% E(Rp) 6.06%, op 2.83%