P13-10 Returns and Standard Deviations [LO1) Consider the following information: Rate of Return if State Occurs Probability of State of Economy 20 State of Economy Boom Good Poor Bust Stock A 40 10 04. -.02 Stock B Stock C 28 39 11 10 01 098.97 23 Requirement : Your portfolio is invested 20 percent each in A and C. and 60 percent in B. What is the expected return of the portfolio? (Do not round your intermediate calculations. Note: All rates are given in decimal format here!) (Click to select) Requirement 2: (a) What is the variance of this portfolio? (Do not round your intermediate calculations.) (Click to select) (b) What is the standard deviation? (Do not round your intermediate calculations.)