Consider the following information: Rate of Return if State Occurs Probability of State- of Economy State of Economy Stock A Stock B Stock C Boom .20 .38 .48 28 Good .50 14 19 12 Poor .20 -.05 -.08 -.06 Bust .10 -.19 -.23 -.09 a. Your portfolio is invested 22 percent each in A and C, and 56 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 13.18% b-1. Variance b-2. Standard deviation 0.15% 0.17321