Consider the following information. Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio? What is the variance of the portfolio? The standard deviation? State Probability StockA StockB StockC 0.35 0.16 (0.01) (0.12) 0.10 0.60 0.25 0.05 0.45 0.10 (0.06) (0.20) 0.27 0.08 (0.04) (0.09) Bust 10 0.30 weights 0.30 0.40 13 14 15 16 Complete the following analysis. Do not hard code values in your calculations Portfolic State Return Return Squared 17 Product Deviation Deviation Product 18 19 20 21 Poor Bust E(R) variance = Standard Deviation 24 25 1...Sheet1 Consider the following information. Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio? What is the variance of the portfolio? The standard deviation? State Probability StockA StockB StockC 0.35 0.16 (0.01) (0.12) 0.10 0.60 0.25 0.05 0.45 0.10 (0.06) (0.20) 0.27 0.08 (0.04) (0.09) Bust 10 0.30 weights 0.30 0.40 13 14 15 16 Complete the following analysis. Do not hard code values in your calculations Portfolic State Return Return Squared 17 Product Deviation Deviation Product 18 19 20 21 Poor Bust E(R) variance = Standard Deviation 24 25 1...Sheet1