Problem 11-6 Portfolio Expected Returns (LO2, CFA3) Security Returns if State Occurs State of Economy Probability of State of Economy 0.30 e.me Roll Ross BOG 27 Calculate the expected return on a portfolio of 45 percent Rolland 55 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 Probability of State of Portfolio Return if Economy Economy Product State Occurs Bust Boom 0.30 0.70 % E(RP)