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		.17			.358			.458			.338
Good		.43			.128			.108			.178
Poor		.33			.018			.028			.062
Bust		.07			.118			.258			.098

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 %