Consider the following information: Rate of Return if State Occurs State of Economy Stock A Stock B Stock C Probability of State ofEconomy .10 .60 Boom Good .35 .16 .45 .10 -.06 .27 .08 Poor .25 -.01 -.04 Bust .05 -.12 -.20 -.09 a. Your portfolio is invested 30% each in A and C, and 40% in B. What is the expected return of the portfolio? (Do not round intermediate calculations. Round the final answer to 2 decimal places.) Expected return % b-1. What is the variance of this portfolio? (Do not round intermediate calculations. Round the final answer to 5 decimal places.) Variance b-2. What is the standard deviation? (Do not round intermediate calculations. Round the final answer to 3 decimal places.) Standard deviation %