Problem 11-6 Portfolio Expected Returns (L02, CFA3) Security Returns if State Occurs State of Economy Bust Boom Probability of State of Economy 0.20 0.80 Roll -13% 24 Ross 17% Calculate the expected return on a portfolio of 60 percent Roll and 40 percent Ross by filling in the following table: (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Probability Portfolio Return if State of of State of Economy Economy Product State Occurs Bust 0.20 Boom 0.80 E(RP)