Consider the following information: State of Probability of State of Economy 17 43 .33 .07 Rate of Return If State Occurs tock B S Stock C Boom Good Poor Bust Stock A 358 128 018 458 108 028 -.258 338 178 -.062 -.098 -,118 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 11.24 %