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 -30 -20 44 31 38 - 13 -20 13 .03 -.09 -.05 -20 .05 --28 -.09 .20 a. Your portfolio is invested 15 percent each in Stocks A and C and 70 percent in Stock 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 DM 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