You are given the following information: State of Probability of Economy State of Economy Depression .05 Recession .15 Normal 41 Boom Rate of Return If State Occurs - 115 049 .120 .201 139 a. Calculate the expected return. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the standard deviation. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a. 96 Expected return Standard deviation b