Consider the following information: Rate of Return if State Occurs Probability of State of Economy Stock A Stock B Stock C State of Economy 33 43 23 15 Boom 18 14 12 55 Good -05 -08 -06 25 Poor -13 -18 -10 05 Bust 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.) b-1. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.) 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.) % a. Expected return b-1. Variance % b-2. Standard deviation