2. Returns and Standard Deviations) Consider the following information: Rate of return State of Economy Probability Stock A Stock B Boom .15 .30 .45 Good .45 .12 .10 Poor .35 .01 -.15 Bust .05 -.06 -.30 a. Your portfolio is invested 30 percent each in A and C, and 40 percent is the expected return of the portfolio? b. What is the variance of this portfolio? The standard deviation? Stock C .33 .15 -.05 -.09 in B. What [5 points] [7 points]