Consider the following information: Rate of Return if State Occurs State of Economy Boom Good Poor Bust Probability of State of Economy 15 55 25 05 Stock A 33 18 ..05 13 Stock B 43 14 08 .18 Stock C 23 12 06 10 . a. Your portfolio is invested 26 percent each in A and C. and 48 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.) 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 and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) 99 Standard deviation