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2 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? 4 $ 6 7 State Probability Boom 0.10 Good 0.60 Poor 0.25 Bust 0.05 Stock A 0.35 0.16 (0.01) (0.12) Stock B 0,45 0.10 (0.06) (0.20) Stock C 0.27 0.08 (0.04) (0.09) 8 9 10 11 12 0.30 0.40 0.30 weights 13 14 15 16 Complete the following analysis. Do not hard code values in your calculations. Portfolio Return 17 Product Return Deviation Squared Deviation Product State Boom Good Poor Bust Variance - + E(R) 18 19 20 21 22 23 24 25 26 Standard Deviation =