Consider the following information: Rate of Retum Il State Occurs State of Economy Boom Good Poor Bust Probability of State of Economy .15 .60 20 .05 Stock A .35 19 -.03 Stock B 45 .16 -.06 -.31 Stock C 25 .10 -05 -.08 -13 a. Your portfolio is invested 28 percent onch in A and C, and 44 percent in B. What is the expected return of the portfolio? (Do not round Intermediate calculaltonn. Enter your answer as a percent rounded to 2 decimal places, e.g. 32.16.) Expected return % b-1 What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g. 32.16161.) Variance b-2 What is the standard deviation? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, ..., 32.16.) Standard deviation