Consider the following information on a portfolio of three stocks. If your portfolio is invested 40 percent each in stock A and B, and 20 percent in stock C, what is the expected return, variance and standard deviation of the portfolio? Input area: State Boom Normal Bust Probability 0.15 0.60 0.25 Stock A 0.04 0.09 0.15 Stock B 0.33 0.13 (0.14) Stock 0.55 0.19 (0.28) weights 0.40 0.40 0.20 Outpur area: Portfolio Return Return Deviation Squared Deviation Probability Product Product State Boom Poor Bust Expected Return: E(R)= Variance Standard Deviation = Instructor Use Only: Score