Consider the following information: Probability of State State of Economy of Economy Boom .20 Good .50 Poor .25 Bust .05 Rate of Return if State Occurs Stock A Stock B Stock C .31 .41 .18 .12 .11 -.04 -.07 -.05 -27 -.08 .32 -15 a. Your portfolio is invested 28 percent each in A and C, and 44 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b-1. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.) b-2. What is the standard deviation? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) % a. Expected return b-1. Variance b-2. Standard deviation %