Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Economy Stock C 17 .43 Boom Good Poor Bust Stock A .364 .134 .024 -124 Stock B 464 114 .034 -.264 .344 184 -.089 -104 .33 .07 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. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) c. What is the standard deviation of this portfolio? (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. Variance Standard deviation