Consider the following information: Rate of Return if State Occurs State of Probability of State Economy of Economy Boom 30 Stock A .20 Stock B Stock C .44 .31 Good .30 .13 .20 .13 Poor .20 .03 -.09 -.05 Bust .20 -.05 -.28 -.09 a. Your portfolio is invested 15 percent each in Stocks A and C and 70 percent in Stock 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.) Expected return % b-1. What is the variance of this portfolio? (Do not round intermediate calculations. Round your answer to 5 decimal places.) Variance b-2. What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation %