Consider the following information: Rate of Return of State Occurs Probability of State- of Economy State of Economy Stock A Stock B Stock C Boom 10 .30 .40 .20 Good .50 15 11 .09 Poor 35 -.02 -.05 -.03 Bust .05 -.10 -.15 -.07 a. Your portfolio Is Invested 32 percent each In A and C, and 36 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 %6