Consider the following information: Rate of Return if State Occurs Probability of State State of Economy of Economy Boom Good .60 Poor .20 Bust -15 .50 Stock A Stock B Stock C 40 30 .16 .10 .09 -02 -05 -03 -.18 - 25 -.11 .05 a. Your portfolio is invested 25 percent each in A and C, and 50 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 %