b) Consider the following information I State Boom Probability of Event 10 Stock Red 35 Rate of Return Stock Blue 45 Stock Green .27 Good .60 .16 .10 .08 Poor .25 --01 -06 -04 Bust 05 -.12 - 20 --09 Your portfolio is invested 30% each in Red and Green, and 40% in Blue. a) What is the expected return of the portfolio? b) What is the variance of this portfolio? c) What is the standard deviation? b) Consider the following information I State Boom Probability of Event 10 Stock Red 35 Rate of Return Stock Blue 45 Stock Green .27 Good .60 .16 .10 .08 Poor .25 --01 -06 -04 Bust 05 -.12 - 20 --09 Your portfolio is invested 30% each in Red and Green, and 40% in Blue. a) What is the expected return of the portfolio? b) What is the variance of this portfolio? c) What is the standard deviation