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