Consider the following information: Rate of Return If State Occurs. Probability of state of economy, Boom=.64, Bust= .36 Stock A, Boom=.11 Bust=.18 Stock B, Boom=.20 Bust= .10 Stock C, Boom=.38, Bust=-.04 A. What is the expected return on an equally weighted portfolio of these three stocks? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return 17.58 % B. What is the variance of a portfolio invested 20 percent each in A and B and 60 percent in C? (Do not round intermediate calculations and round your answer to 6 decimal places, e.g., 32.161616.) A is correct I am just not sure how to find the variance in part B.