Consider the following information on three stocks in four possible future states of the economy: (6 marks total) Rate of return if state occurs State of Probability of economy state of economy a. Your portfolio is invested 50% in A, 20% in B, and 30% in C. What is the expected return of your portfolio? (3 marks) b. What is the variance of this portfolio? (2 marks) c. What is the standard deviation of this portfolio? (1 mark)