Consider the following information: Probability State of of State of Rate of Return if State Occurs Economy Economy Stock A Stock B Stock C Boom 0.35 0.18 0.29 0.31 Good 0.15 0.17 0.10 0.11 Poor 0.40 0.03 -0.07 -0.08 Bust 0.10 -0.23 -0.22 -0.13 a. Your portfolio is invested 35 percent each in Stocks A and C and 30 percent in Stock B. What is the expected return of the portfolio? Note: Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Expected return % b-1. What is the variance of this portfolio? Note: Do not round intermediate calculations. Round your answer to 5 decimal places. Variance b-2. What is the standard deviation? Note: Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Standard deviation %