A) What is the expected return of the portfolio?

B) What is the variance of this portfolio?

C) What is the standard deviation?

Thank you

Consider the following information: State of Economy Boom Good Poor Bust Rate of Return if State Occurs Probability of State of Economy Stock A Stock B Stock C .30 40 .20 .50 .15 11 .09 .35 -02 -05 -03 .05 -10 -.15 -.07 .10 Your portfolio is invested 32 percent each in A and C, and 36 percent in B