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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

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 .16 .357 .457 .337
Good .44 .127 .107 .177
Poor .34 .017 .027 .057
Bust .06 .117 .257 .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?

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?

Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.

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