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 .20 35 .45 .25 Good .45 .20 16 .09 Poor .25 -.02 -.05 -.03 Bust .10 -16 -.20 -.12 a. Your portfolio is invested 24 percent each In A and C, and 52 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 %6 b-1. Variance b-2. Standard deviation %6