Consider the following information: Rate of Return If State Occurs State of Economy Boom Good Poor Bust Probability of State of Economy 0.22 0.38 0.28 0.12 Stock A 0.369 0.139 0.029 -0.129 Stock B 0.469 0.119 0.039 -0.269 Stock C 0.349 0.189 -0.094 -0.109 Requirement 1: Your portfolio is invested 28 percent each in A and C and 44 percent in B. What is the expected return of the portfolio? v % Requirement 2: (a) What is the variance of this portfolio? (b) What is the standard deviation of this portfolio? v %