Consider the following information about three stocks: Rate of Return if State Occurs State of Probability of Economy State of Economy Stock A Stock B Boom Normal 0.25 0.30 0.42 Bust 0.45 0.30 0.12 0.10 0.03 -0.24 Stock C 0.54 0.08 -0.44 Return to question e-1. If your portfolio is invested 45% each in A and B and 10% in C, what is the portfolio expected return? (Do not round intermediate calculations. Enter the answer as a percent rounded to 2 decimal places.) Portfolio expected return 10.11 % 6-2. What is the variance? (Do not round intermediate calculations. Round the final answer to 8 decimal places.) Variance 0.02447135 O -3. What is the standard deviation? (Do not round intermediate calculations. Enter the answer as a percent rounded to 2 decimal places.) Standard deviation 1564