Consider the following information: Rate of Return If State Occurs State of Probability of Stock C Economy State of Economy Stock A Stock B .25 .48 Boom Good Poor Bust .15 .20 40 .20 .14 .05 -.01 .17 -.08 -33 .25 .15 -.06 -09 a. Your portfolio is invested 25 percent each in A and C, and 50 percent in B. What is the expected return of the portfolio? (Round your answer to 2 decimal places. Omit the "%" sign in your response.) Expected return % b- 1. What is the variance of this portfolio? (Round your answer to 5 decimal places.) Variance of this portfolio b- The standard deviation? (Round your answer to 2 decimal places. Omit the "%" sign 2. in your response.) Standard deviation %