Consider the following information: Rate of Return if State Occurs State of Economy Probability of State of Economy Stock A Stock B Stock C Boom .15 .30 .40 .31 Good .55 .17 .11 .10 Poor .25 .03 .06 .04 Bust .05 .10 .26 .07 Your portfolio is invested 26 percent each in A and C, and 48 percent in B. What is the expected return of the portfolio? What is the variance of this portfolio? What is the standard deviation?