Consider the following information: Rate of Return If State Occurs State of Probability of Economy State of Economy Stock A Stock B Stock C Boom .15 .33 .43 .34 Good .50 .20 .14 .08 Poor .30 .01 .09 .03 Bust .05 .17 .29 .10 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? What is the variance of this portfolio? What is the standard deviation?