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 .19 .366 .466 .346 Good Poor .41 .136 .116 .186 .31 Bust .09 .026 -.126 .036 -.091 -.266 -.106 a. Your portfolio is invested 31 percent each in A and C and 38 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. b. What is the variance of this portfolio? Note: Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161. c. 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. a. Expected return b. Variance c. Standard deviation % %