Problem 11-6 Portfolio Expected Returns (LO2, CFA3) 2 Security Returns If State Occurs State of Economy Bust Probability of State of Economy .40 .60 Roll -16% 16 Ross 17% 7 Boom ook Calculate the expected return on a portfolio of 65 percent Roll and 35 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.) ences Portfolio Return of State Occurs Product State of Probability of State of Economy Economy Bust 40 Boom 60 % % ER 1% 593 Free up storage Your computer's space. Visit storage up