Consider the following information: Rate of Return If State Occurs State of Probability of Economy State of Economy Stock A Stock B Stock C Boom 0.22 0.369 0.469 0.349 Good 0.38 0.139 0.119 0.189 Poor 0.28 0.029 0.039 0.094 Bust 0.12 0.129 0.269 0.109 Requirement 1: Your portfolio is invested 28 percent each in A and C and 44 percent in B. What is the expected return of the portfolio? What is the variance of this portfolio? What is the standard deviation of this portfolio?