10 3.44 points eBook Hint Print References Consider the following information: State of Probability of State of Economy Boom Good Poor Bust Economy .17 .43 .33 .07 Rate of Return If State Occurs Stock A Stock B Stock C 352 452 332 122 102 172 .012 .022 -.112 -.252 -.052 -.092 a. Your portfolio is invested 32 percent each in A and C and 36 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) c. What is the standard deviation of this portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)