Consider the following information: State of Economy Probability of State of Economy Rate of Return if State Occurs Stock A Stock B Stock C Boom .18 .365 .465 .345 Good .42 .135 .115 .185 Poor .32 .025 .035 .090 Bust .08 .125 .265 .105 Your portfolio is invested 30 percent each in A and C and 40 percent in B. What is the expected return of the portfolio? Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16. What is the variance of this portfolio? Note: Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161. What is the standard deviation of this portfolio