Problem 11-6 Portfolio Expected Returns (LO2, CFA3) Security Returns if State Occurs State of Economy Bust Boom Probability of State of Economy 0.40 0.60 Roll -10% 28 Ross 21% 8 Calculate the expected return on a portfolio of 55 percent Roll and 45 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 State of of State of Economy Economy Portfolio Return if State Occurs Product Bust 0.40 Boom 0.60 12.80 % 13.20 % E(RP) =