Consider the following information State of Economy Boom Good Poor Bust Probability of State of Economy Stock A 357 127 017 Rate of Return If State Occurs Stock B 457 107 027 .257 Stock C .16 .44 34 06 337 .057 .097 Your portfolio is invested 32 percent each in A and C and 36 percent in B. What is the expected return of the portfolio? (Do no 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 place Variance What is the standard deviation of this portfolio? (Do not round intermediate calculations and enter your answer as a perce Standard deviation