Consider the following information: Rate of Return if State Occurs State of Economy Boom Good Poor Bust Probability of State of Economy .15 .45 .30 .10 Stock A .35 .16 -.01 -.10 Stock B .40 .17 -.03 -12 Stock C .28 .09 .01 -.09 a. Your portfolio is invested 30 percent each in A and C, and 40 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.) les % a. Expected return b-1. Variance b-2. Standard deviation %