Consider the following information: Rate of Return if State Occurs State of Probability of State of Economy Stock A Stock B Stock C Economy om 0.10 0.18 0.48 0.33 0.15 Good 0.30 0.11 0.18 0.40 or 0.05 -0.09 -0.05 -0.32 0.20 -0.03 -0.09 Bust a. Your portfolio is invested 25 percent each in A and C and 50 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Answer is complete but not entirely correct. Expected return 9.96 % b-1. What is the variance of this portfolio? (Do not round intermediate calculations. Round your answer to 5 decimal places.) Answer is complete but not entirely correct Variance 0.02366 b-2. What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Answer is complete but not entirely correct. Standard 15.38 % deviation