10. Returns and Standard Deviations. Consider the following information: t01 20 2 State of Economy Probability of State of Economy Rate of Return If State Occurs Stock A Stock B Stock .33 Boom Good Poor Bust 15 50 .25 .10 ,45 .10 ,02 -,25 .35 .12 01 -,05 -.09 a. Your portfolio is invested 25 percent each in A and C and 50 percent in B What is the expected return of the portfolio? What is the variance of this portfolio? The standard deviation? b. Ir portfolio invested 15 percent