Consider the following information: Rate of Return if State Occurs Probability of State of Economy Stock A Stock B Stock C 0.35 0.21 0.34 0.26 0.25 0.11 0.23 0.08 0.30 -0.02 -0.10 -0.03 0.10 -0.10 -0.18 -0.10 State of Economy Boom Good Poor Bust d a. Your portfolio is invested 35 percent each in A and C and 30 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) ces Expected return % b-1. What is the variance of this portfolio? (Do not round intermediate calculations. Round your answer to 5 decimal places.) Variance