ok ht nces Consider the following information: State of Economy Boom Good Poor Bust Probability of State of Economy .10 .60 Variance 25 05 % Rate of Return if State Occurs Stock A .35 .16 -.01 -.12 % Stock B .45 .10 -.06 To .20 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 Stock C .27 .08 -.04 -.09 b-1. What is the variance of this portfolio? (Do not round intermediate calculations. Round the final answer to 5 decimal places.) b-2. What is the standard deviation? (Do not round intermediate calculations. Round the final answer to 3 decimal places.) Standard deviation