: Consider the following information: State of Economy Probability of State of Economy Rate of Rtn Stock A Rate of Rtn Stock B Rate of Rtn Stock C Boom .20 .24 .45 .33 Good .35 .09 .10 .15 Poor .30 .03 -.10 -.05 Bust .15 -.05 -.25 -.09 a. Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio? b. What is the variance of this portfolio? c. What is the standard deviation of this portfolio? d. What does the standard deviation reveal?