Problem 11-5 Standard Deviations (L01, CFA2) Security Returns if State Occurs State of Economy Bust Boom Probability of State of Economy .40 .60 Roll -16% 16 Ross 17% 7 Calculate the standard deviations for Roll and Ross by filling in the following table: (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 4 decimal places.) Return State of Probability Deviation from of State of Economy Expected Economy Return Squared Return Deviation Product Roll Bust -40 Boom .60 Ross Bust -40 Boom .60 -0.0400 0.0016 02 (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Standard Deviations Roll % Ross %