Consider the following information: Rate of Return If State Occurs State of Probability of State of - Economy Economy Stock A .20 31 Stock B .41 .12 .50 Boom Good Poor Bust Stock C 32 .11 -.05 -.08 .18 -.04 -15 .25 .05 -.07 -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? (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 b-1. Variance b-2. Standard deviation