Consider the following information Rate of Return if State Occurs State of Probability of Stock B 45 State of EconomyStock A Stock C Good Poor Bust 15 .55 25 05 35 16 -,01 -,12 .08 -04 -06 a. Your portfolio is invested 30 percent each in A and C, and 40 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.) Expected return 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.) 2Wha 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.) Standard deviation