Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Economy Stock A Stock B Stock C 20 Boom .367 .467 .347 Good .40 .137 .117 187 Poor .30 .027 .037 -.092 Bust .10 -.127 -267 -107 a. Your portfolio is invested 32 percent each in A and C and 36 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. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) c. 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. Variance % C. Standard deviation %