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 .36 .46 .26 Good .45 .21 .17 .10 Poor .35 .03 .06 .04 Bust .05 .17 .21 .07 Your portfolio is invested 22 percent each in A and C, and 56 percent in B. What is the expected return of the portfolio? (Do not round your intermediate calculations.) What is the variance of this portfolio? (Do not round your intermediate calculations.) What is the standard deviation? (Do not round your intermediate calculations.)