Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy .15 Economy Boom Good Poor Bust .45 .35 .05 Stock A Stock B Stock C .362.462 .342 .132 .112 .182 .022 .032 -.068 -122 -.262 -102 as a. Your portfolio is invested 32 percent each in A and C and 36 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 C. Standard deviation %