Consider the following information:

State of	Probability of			Rate of Return If State Occurs
Economy	State of Economy			Stock A			Stock B			Stock C
Boom		.16			.363			.463			.343
Good		.44			.133			.113			.183
Poor		.34			.023			.033			.075
Bust		.06			.123			.263			.103

Your portfolio is invested 29 percent each in A and C and 42 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.) Expected return % What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) Variance 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.) Standard deviation %