Problem 11-6 Portfolio Expected Returns (LO2, CFA3) Security Returns if State Occurs State of Economy Bust Probability of State of Economy Roll Ross Boom .20 .80 -18% 21% 18 6 Calculate the expected return on a portfolio of 30 percent Roll and 70 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.) State of Economy Probability Portfolio Return if of State of Economy Product State Occurs Bust .20 9.30 % % Boom .80 9.60% % E(Rp)= %