Consider the following information: Rate of Return If State Occurs State of Probability of Stock C Economy State of Economy Stock A Stock B Boom Good Poor Bust .30 .30 .20 .20 .20 .13 .05 -.03 .44 20 -.09 -28 .35 15 -.05 -.09 a. Your portfolio is invested 25 percent each in A and C, and 50 percent in B. What is the expected return of the portfolio? (Round your answer to 2 decimal places. Omit the "%" sign in your response.) Expected return % b- 1. What is the variance of this portfolio? (Round your answer to 5 decimal places.) Variance of this portfolio b- The standard deviation? (Round your answer to 2 decimal places. Omit the "%" sign 2. in your response.) Standard deviation %