Consider the following information 9 State of Economy Boom Good Poor Bust Rate of Return if State Occurs Probability of State of Economy Stock A Stock B Stock 15 32 42 33 45 19 13 12 30 --05 -08 - 06 10 -16 - 28 Your portfolio is invested 30 percent each in A and Cand 40 percent in B. What is the expected return of the portfolio? 8.15% 11659 4.75% 14.85% 22.15% What is the variance of this portfolio? 0.0273 0.6273 (0.7727) 1.2273 2.3273 What is the standard deviation? 16.545 20.99