Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Stock B Economy Boom 15 45 Good 55 11 10 17 Poor .20 02 02 -.05 Bust 10 -.12 25 -.09 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 and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) 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 of this portfolio? (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 deviaton % Stock A 33 Stock C 33 4