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 Stock A Stock B Recession .17 .05 - .21 Normal .62 .09 .08 Boom .21 .16 .25 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 b. Stock A standard deviation Stock B standard deviation % % % % de de de