Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Stock A Stock B Stock C Economy Boom 15 .33 .43 .34 Good .50 .20 14 .08 Poor .30 -.01 -.09 -.03 Bust .05 -.17 -.29 -.10 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-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.) a. Expected return % b-1. Variance b-2. Standard deviation %