Consider the following information: State ofEconomy Boom Good Poor Bust Probability of State of Economy .10 .60 .25 .es Rate of Return if State Occurs Stock A Stock B Stock C .35 .45 .27 .16 .10 .88 -.06 - 12 -.20 -.09 -.01 -.64 a. Your portfolio is invested 30% each in A and C, and 40% in B. What is the expected return of the portfolio? (Do not round intermediate calculations. Round the final answer to 2 decimal places.) Expected return b-1. What is the variance of this portfolio? (Do not round intermediate calculations. Round the final answer to 5 decimal places.) a. Your portfolio is invested 30% each in A and C, and 40% in B. What is the expected return of the portfolio? (Do not round intermediate calculations. Round the final answer to 2 decimal places.) Expected return b-1. What is the variance of this portfolio? (Do not round intermediate calculations. Round the final answer to 5 decimal places.) Variance b-2. What is the standard deviation? (Do not round intermediate calculations. Round the final answer to 3 decimal places.) Standard deviation %