Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Economy Stock A Stock C .22 .32 Boom Good Poor Bust .20 .50 25 .17 -.04 -12 Stock B .42 .13 -07 -.17 --05 -.09 05 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 calculaitons. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return 0 % b-1 What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) Variance b-2What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation