Consider the following information about three stocks State of Economy Boom Normal Bust Probability of State of Economy 0.20 0.50 0.30 Rate of Return if State Occurs Stock A Stock B Stock 0.24 0.36 0.58 0.20 0.18 0.16 0.04 -0.36 -0.45 --1. If your portfolio is invested 40% each in A and B and 20% in 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 --2. What is the variance? (Do not round intermediate calculations. Round the final answer to 8 decimal places.) Variance 0-3. What is the standard deviation? (Do not round intermediate calculations. Enter the answer as a percent rounded to 2 decimal places.) Standard deviation