Using the probability distribution shown below, calculate the expected risk and return estimates of a portfolio comprised of 50% of Stock X and 50% of Stock Y. Stock X's Stock Y'S conditional conditional return return State of Probability of economy state occuring Recession 20% Normal 50% Boom 30% O A. The portfolio has an expected return of 8.696 and a standard deviation of 2.66%. 2096 1296 2296-896 10% 1096 B. The portfolio has an expected return of 8. 6.24%. C. The portfolio has an expected return of 7.6796 and a standard deviation of 7.09%. O D. The portfolio has an expected return of 8.6% and a standard deviation of 2.50%. 696 and a standard deviation of