Consider the following information: Rate of Return if State Occurs State of Economy Boom Good Poor Bust Probability of State of Economy 0.10 0.60 0.25 0.05 Stock A 0.34 0.19 - 0.01 - 0.15 Stock B 0.44 0.15 - 0.09 - 0.19 Stock 0.24 0.08 - 0.07 - 0.11 a. Your portfolio is invested 25 percent each in A and C, and 50 percent in B. What is the expected return of the portfolio? (Round your answer 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 and round your final answer to 2 decimal places. (e.g., 32.16)) Standard deviation