Consider the following information: Rate of Return If State Occurs State of Economy Probability of State of Economy 20 Stock A Stock B Stock C Boom 355 455 .335 Good Poor Bust 40 30 .10 .125 .015 -.115 105 .025 -.255 .175 -.055 -.095 a. Your portfolio is invested 30 percent each in A and C and 40 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 c. %