Consider the following information: Rate of Return If State Occurs State of Economy Stock A Stock B Stock C Probability of State of Economy 15 .60 .20 .05 Boom Good Poor Bust 3 .35 .19 -.03 -13 .45 .16 -.06 -.31 .25 .10 -.05 -.08 1 ces a. Your portfolio is invested 28 percent each in A and C, and 44 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 b2What is the standard deviation? (Do not round Intermediate calculations. Enter your onswer as a percent rounded to 2 decimal places, e.g. 32.16.) Standard deviation