Problem 11-6 Portfolio Expected Returns (LO2, CFA3) Security Returns if State Occurs State of Probability of Economy Bust State of Economy Roll Ross Boom .40 .60 -16% 17% 16 7 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.) Probability State of Economy Portfolio Return if of State of Economy Product State Occurs Bust .40 % % Boom .60 % % E(Rp)= %