Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Economy Stock B Stock C .27 Boom Good .45 Stock A 37 22 -.04 -.18 .47 18 11 Poor .35 -.07 -.05 -.08 Bust -22 Your portfolio is invested 20 percent each in A and C, and 60 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.)