Consider the following information: Rate of Return If State Occurs State of Stock A Stock B Stock C Economy Boom Good Poor Bust Probability of State of Economy .15 .60 .20 .05 .35 .19 -03 -.13 .45 .16 -06 -.31 .25 .10 -.05 -08 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 b-2What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation %