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Consider the following information: Requirement 1: Your portfolio is invested 12 percent each in A and C, and 76 percent in B. What is the

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Consider the following information: Requirement 1: Your portfolio is invested 12 percent each in A and C, and 76 percent in B. What is the expected return of the portfolio? (Do not round your intermediate calculations. Note: All rates are given in decimal format here!) Requirement 2: (a) What is the variance of this portfolio? (Do not round your intermediate calculations.) (b) What is the standard deviation? (Do not round your intermediate calculations.)

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