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Expected return and standard deviation. Use the following information to answer the questions.   State of   Economy...

Expected return and standard deviation.

Use the following information to answer the questions.

  State of

  Economy

Probability

of State

Return on

Asset D in

State

Return on

Asset E in

State

Return on

Asset F in

State

  Boom

0.34

0.07

0.29

0.17

  Normal

0.54

0.07

0.19

0.13

  Recession

0.12

0.07

−0.24

−0.05

a.  What is the expected return of each​ asset?

b.  What is the variance of each​ asset?

c.  What is the standard deviation of each​ asset?

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