10 Consider the following information: Rate of Return If State Occurs State of 7.14 points Stock A Stock B Stock C Economy Boom Good Poor Bust Probability of State of Economy .15 .55 .25 .05 .39 .15 -.01 -.20 .49 20 -.09 -.24 .29 .08 -.07 -.10 Print References a. Your portfolio is invested 24 percent each in A and C, and 52 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-1. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 16161.) b-2. What is the standard deviation? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) 12.39% a. Expected return b-1. Variance b-2. Standard deviation %