Consider the following information: State of Economy Boom Good Poor Bust Rate of Return if State Occurs Probability of State of Economy Stock A Stock B Stock C 0.35 0.18 0.29 0.31 0.15 0.17 0.10 0.11 0.40 0.03 -0.07 -0.08 0.10 -0.23 -0.22 -0.13 a. Your portfolio is invested 35 percent each in A and C and 30 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Expected return % b-1. What is the variance of this portfolio? (Do not round intermediate calculations. Round your answer to 5 decimal places.) Variance b-2. What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation