Consider the following information Rate of Return if State Occurs Probability of State of Economy State of Economy Boom Good Poor Bust Stock B 0.41 0.12 Stock C Stock A 0.31 0.18 - 0.04 0.15 0.32 0.11 - 0.05 - 0.08 0.20 0.50 0.25 0.05 -0.07 - 0.27 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? (Round your answer to 2 decimal places. (e.g., 32.16)) Expected return b-1 What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places. (e.g., 32.16161) Variance b-2 What is the standard deviation? (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16)) Standard deviation