Use the following information to answer the two questions below. State of Prob. of the Rate of return if state occurs the economy. state of economy Stock A Stock B Boom 0.75 0.15 0.02 Bust 0.25 0.05 0.02 You MUST use 4 digits in every calculation you do in order for your answer to be the same as the one in the system. When entering your answer, round to the nearest 0.01% but do not enter the % sign. For example, if your answer is 3.484% enter 3.48; if your answer is 0.12013 then enter 12.01 What is the expected return of a portfolio with 20% in asset A and 80% in Asset B? What is the variance of the portfolio with 20% in asset A and 80% in Asset B