Consider the following information:

state of economy	probability of state of economy	Rate of Return if State occurs Stock A	Rate of Return is State Occurs Stock B	Rate of Return is State Occurs Stock C
Boom	.21	.368	.468	.348
Good	.39	.138	.118	.188
Poor	.29	.028	.038	-.093
Bust	.11	-.128	-.268	-.108

Your portfolio is invested 29 percent each in A and C and 42 percent in B. What is the expected return of the portfolio?

Expected Return: ____ %

What is the variance of this portfolio?

Variance _____ %

What is the standard deviation of this portfolio?

Standard Deviation ______%