Consider the following information: Rate of Return If State Occurs State of Economy Boom Good Poor Bust Probability of State of Economy .16 .44 .34 .06 Stock A Stock B Stock C .357 .457 .337 .127 .107 .177 .017 .027 -.057 -.117 -257 -.097 es a. Your portfolio is invested 32 percent each in A and C and 36 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.) b. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) c. What is the standard deviation of this portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g.. 32.16.) % a. Expected return b. Variance Standard deviation c % C