Chapter 13 Problems i Consider the following information: 1 10 points State of Economy Boom Good Poor Bust Probability of State of Economy .15 45 .30 .10 Rate of Return if State Occurs Stock A Stock B Stock C .38 48 .28 .22 .19 .15 -.04 -.09 -.06 -.16 -.34 -11 Your portfolio is invested 24 percent each in A and C, and 52 percent in B. What is the expected return of the portfolio? Expected return What is the variance of this portfolio? Variance What is the standard deviation? Standard deviation