Consider the following information: Rate of Return If State Occurs Stock A Stock B Stock C State of Economy Boom Good Poor Bust Probability of State of Economy .15 55 .25 .05 .33 .18 05 .13 ,43 .14 .08 .18 23 .12 .06 .10 11 a. Your portfolio is invested 26 percent each in A and C. and 48 percent in B. What is the expected retum 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. 96 Expected return Variance b-1. b-2. Standard deviation 96