Expected Return and Standard Deviation. This problem will give you some practice calculating measures of prospective portfolio performance. There are two assets and three states of the economy: (1) State of Economy Recession Normal Boom (2) Probability of State of Economy .10 .60 .30 (3) Stock A Rate of Return If State Occurs -.20 .10 .70 Stock B Rate of Return If State Occurs .30 20 .50 What are the expected returns and standard deviations for these two stocks? (See Problem 7.)