Consider the following information: Rate of Return if State Occurs State of Probability of State of - Economy Economy Stock A 34 Stock B 44 .15 .55 Boom Good Poor Bust Stock C 35 .09 - .04 - 07 - 05 - 02 - .12 .05 a. Your portfolio is invested 30 percent each in A and C, and 40 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., 32.10.) b-1. What is the variance of this portfolio? (Do not round Intermediate calculations and round your answer to 3 decimal places, e.g., .16181.) 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. b-1. b-2. Expected return Variance Standard deviation