Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Stock A Stock B Stock C Economy Boom 15 31 41 21 Good 60 16 12 10 Poor 20 -.03 -.06 -.04 Bust 05 -.11 -16 -.08 a. Your portfolio is invested 30 percent each in A and C, and 40 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 %