Consider the rollowing intormation:

$\backslash$table$[[$Econormy$,$Probability of State of Economy,Rate of Return if State Occurs$],[$Stock A$,$Stock B$],[$Recession$,20,035,-\mathrm{.}30],[$Normal$,60,115,20],[$Boom$,20,190,43]]$

a$.$ Calculate the expected return for the two stocks. $($Do not round intermediate calculations and enter your answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

b$.$ Calculate the standard deviation for the two stocks. $($Do not round intermediate calculations and enter your answers as o percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

$\backslash$table$[[,],[$a$.,$Expected return of A$,],[,$Expected return of B$,],[$b$.,$Standard deviation of A$,],[,$Standard deviation of B$,]]$