Consider the following information State of Economy Economy Rate of Return If State Occurs Probability of - State of Stock A Stock B Stock C 361 461 341 40 131 .111 1 81 021 031 -067 -121 -261 -101 20 Boom Good Poor Bust a. Your portfolio is invested 31 percent each In A and C and 38 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.) b. What is the variance of this portfolio? (Do not round Intermediate calculations and round your answer to 5 decimal places, e.g.. 3216161.) c. 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.) a. b. c. Expected return Variance Standard deviation