Consider the following information on a portfolio of three stocks: Required: (a) If your portfolio is invested 40 percent each in A and B and 20 percent in C, what is the portfolio's expected return, the variance and the standard deviation? (Do not round intermediate calculations. Round your variance answer to 5 decimal places (e.g., 32.16161) and input the other answers as a percentage rounded to 2 decimal places (e.g., 32.16).)