Consider the following information Rate of Return If State Occurs State of Probability of Economy State of Economy Boom Good Poor Bust Stock A Stock B Stock C 41 12. -.07 .27 .32 -20 50 .25 05 .31 18 -.04 -.15 -.05 -08 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 calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a. b-1. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.) b-2. What is the standard deviation? (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-1. Variance b-2. Standard deviation