Consider the following information: Rate of Return If State Occurs State of Economy Boom Probability of State of Economy .15 Good .55 Stock A .33 11 .02 -12 Stock B 45 10 .02 -.25 Stock C 33 17 -05 -09 .20 Poor Bust 10 a. Your portfolio is invested 25 percent each in A and C and 50 percent in B. What the expected return of the portfolio? (Do not round intermediate calculations an 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.)