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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

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 .354 .454 .334
Good .41 .124 .104 .174
Poor .31 .014 .024 .054
Bust .09 .114 .254 .094

Your portfolio is invested 28 percent each in A and C and 44 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 %

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