9 Consider the following information: Rate of Return If State Occurs 10 points State of Economy Boom Good Poor Bust Probability of State of Economy .15 .55 .20 .10 .33 Stock A Stock B Stock C .33 45 .11 .10 .17 .02 .02 -.05 -.25 -.09 -12 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? (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 of this portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) IMC Graw a. Expected return b-1. Variance 940 b-2. Standard deviaton