Problem 11-5 Standard Deviations (L01, CFA2) Security Returns if State Occurs State of Economy Probability...

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Problem 11-5 Standard Deviations (L01, CFA2) Security Returns if State Occurs State of Economy Probability of State of Economy .60 Bust Boom Roll 9% 20 Ross 13% 5 .40 Calculate the standard deviations for Roll and Ross by filling in the following table: (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 4 decimal places.) Return State of Probability Deviation Squared of State of from Return Product Economy Economy Expected Deviation Return Roll Bust .60 Boom .40 Ross Bust Boom 60 40 -0.0480 0.0023 02 (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Roll Ross Standard Deviations % %

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