Consider the following information State of Economy Boom Good Poor Bust Probability of State of Economy 20 40 30 Stock A 355 125 015 Rate of Return If State Occurs Stock B 455 105 025 Stock C 335 175 -.055 -.095 -.255 Your portfolio is invested 30 percent each in A and C and 40 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return 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 What is the standard deviation of this portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation