Consider the following information Rate of Return If State Occurs State of Probability of Economy Economy Boom Good Poor Bust State of 25 50 .20 05 Stock A .37 21 -.05 15 Stock B 47 18 Stock C .27 12 -.05 -.10 -.08 .33 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 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.) 1% a. Expected return b-1. |Variance b-2. Standard deviation