Consider the following information: Rate of Return If State Occurs Probability of State of State of Economy Stock A Stock B Stock C Economy Boom 15 35 .45 .25 Good .19 16 10 60 .20 Poor -03 -.06 -.05 Bust 05 -13 -31 -08 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.) a. Expected return a. b-1. Variance b-2.Standard deviation