Problem 11-11 Portfolio Returns and Volatilities (LO2, CFA5) Given the following information, calculate the expected return and standard deviation for a portfolio that has 30 percent invested in Stock A, 35 percent in Stock B, and the balance in Stock C. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Returns Stock A State of Economy Boom Bust Probability of State of Economy .40 .60 11% Stock B 20% 0 Stock c 21% -12 12 % Expected return Standard deviation %