A portfolio is invested 30 percent in both Stocks A and C, and 40 percent in Stock B. The risk free rate is 2.5%. The following table contains the return and probabilities for the states of the economy. State of Economy Boom Normal Recession Probability of State Occurring 0.08 0.87 0.05 Rate of Return if State Occurs: Stock A Stock B Stock C (%) (%) (%) 15.6 13.2 12.9 11.2 9.6 8 2.5 1.2 -5.6 What is the standard deviation of the portfolio? Arrastre la respuesta aqu 9.2603 9.4359 What is the expected return of the portfolio? Arrastre la respuesta aqu 7.1056 2.6656 22.9800 2.6598