You have a portfolio which is comprised of 30 percent of stock A and 70 percent of stock B. Economy Probability Return on A Return on B Boom 20 20% 14% Normal 80 12% 8% (a) (4 points) What is the expected rate of return on this portfolio? Economy Probability Return on Portfolio Product Boom 20 n Normal 80 E(R) (b) (4 points) What is the standard deviation of this portfolio? Economy Probability Rx - E(R) Product ERJI Boom 20 (Rx- Normal 80 O Paragraph B 166 E