Consider the following information: Rate of Return if State Occurs Stock A Stock B Stock C State of Probability of State of Economy Economy Boom .20 Good .50 Poor .25 Bust .05 .32 .17 .04 .12 42 .13 - .07 .17 .22 .11 - .05 .09 a. Your portfolio is invested 28 percent each in A and C, and 44 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.)