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. Rate of Return if State Occurs: State of Stock A Stock B Stock C Probability of State Occurring 0.08 (%) (%) Economy Boom (%) 15.6 13.2 12.9 Normal 0.87 11.2 9.6 8 Recession 0.05 2.5 1.2 -5.6 22.9800 What is the standard deviation of the portfolio? Arrastre la respuesta aqu 9.2603 What is the expected return of the portfolio? Arrastre la respuesta aqu 2.6598 9.4359 7.1056