10. Returns and Standard Deviations. Consider the following information: 546 State of Economy Probability of State of Economy Rate of Return If State Occurs Stock A Stock B Stock .15 30 Boom Good .45 35 Poor Bust .45 .10 -15 - 30 33 -15 -05 -09 05 - 20 a. Your portfolio is invested 30 percent each in A and C and 40 percent in B. What is the expected return of the portfolio? What is the variance of this portfolio? The standard deviation? b