Consider the following information: State of Economy Boom Good Poor Bust Probability of State of Economy .15 .60 .20 .05 Rate of Return If State Occurs Stock B 45 .16 -.06 -.31 Stock A 35 .19 -.03 -.13 a. Your portfolio is invested 28 percent each in A and C, and 44 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculaitons. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % Stock C 25 .10 -.05 -.08 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.) Variance b-2 What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation %