Problem 11-5 Calculating Returns and Standard Deviations You have been given the following information: Rate of Return If State Occurs State of Probability of Economy State of Economy Recession .16 Normal .61 Boom .23 Stock A .04 .08 .15 Stock B -.20 .09 .26 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., 32.16.) b. Calculate the standard deviation for the two stocks. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) a. % Stock A expected return Stock B expected return Stock A standard deviation % b. % Stock B standard deviation %