Consider the following information: Rate of Return If State Occurs State of Economy Boom Good Poor Bust Probability of State of Economy .15 .50 .30 .05 Stock A .33 .20 -.01 -.17 Stock B .43 .14 Stock C .34 ,08 -.09 -.03 -.10 -.29 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 calculaitons. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % b-1 What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) Variance b-2 What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation %