Consider the following information: State of Economy Boom Good Poor Bust Rate of Return if State Oecurs Probability of State of Economy Stock A Stock 8 Stock .25 .18 .37 .27 -15 ..14 -15 -.01 -.11 -.04 - 16 -.13 o. Your portfolio is invested 40 percent each in Stocks A and Cand 20 percent in Stock B. What is the expected return of the portfolio? (Do not round intermediate calculations. Enter your answer as o percent rounded to 2 decimal places.) Expected retum 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