Consider the following Information: Rate of Return IE State Occurs Probability of State of Economy .20 Stock B .41 Stock c State of Economy Boom Good Poor Bust Stock 2 . 31 .18 --07 -05 -.08 - 15 -.27 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. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return 11.52 % 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.) Varlance b-2 What is the standard deviation? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation