Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Stock A Stock B Stock C Economy Boom .20 38 48 28 Good .50 14 19 12 Poor .20 05 -.08 -.06 Bust .10 -.19 23 -.09 a. Your portfolio is invested 22 percent each in A and C, and 56 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