Consider the following information: Rate of Return If State Occurs Stock A Stock B Stock C State of Economy Boom Good Poor Probability of State of Economy .15 .60 .20 .05 35 19 -03 -13 45 .16 -06 -31 .25 .10 -05 -08 Bust a. Your portfolio is invested 28 percent each in A and C, and 44 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 b-1. Variance b-2. Standard deviation %