Consider the following information: Rate of Return if State Occurs State of Probability of State of Stock A Economy Stock B Stock C Economy Boom! 0.10 0.30 0.40 0.20 Good 0.50 0.15 0.11 0.09 Poor 0.35 -0.02 -0.05 -0.03 Bust 0.05 - 0.10 - 0.15 - 0.07 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? (Round your answer 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-2What is the standard deviation? (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16)) Standard deviation %