23. Data on Lancaster Woolens stock is presented below. What is the expected return variance, standard deviation and probability distribution of the returns and risk on this stock given the following information? [4 points] State of Probability of Rate of Return Economy State of Economy if State Occurs Boom 10% 21% Normal 70% 11% Recession 20% 3% This question is a 4 part solution Calculate the Expected Return of the portfolio? Calculate the Variance of the portfolio? Calculate the Standard Deviation of the portfolio? Based on your calculations from Part A, B and C what is the 95% probability range (normal distribution) of returns