Consider the following information State of Economy Boom Good Poor Bust Probability of State of Economy 10 .60 25 .05 Rate of Return if State Occurs Stock A Stock Stock 35 .45 .22 16 .10 .08 -.01 --.05 -.12 -.20 ..09 --00 nool a. Your portfolio is invested 30% each in A and C, and 40% in 8. What is the expected return of the portfolio? (Do not round intermediate calculations. Round the final answer to 2 decimal places.) % Expected return b-1. What is the variance of this portfolio? (Do not round intermediate calculations, Round the final answer to 5 decimal places.) Variance b 2. What is the standard deviation? (Do not round intermediate calculations. Round the final answer to 3 decimal places.) 96 Standard deviation