Q3) Consider the following information: State of Economy Probability of State of Economy Stock A Stock B Stock C Boom .05 0.55 0.60 0.47 Good .15 0,46 0.25 0.28 Poor .35 -0.01 -0.06 -0.04 Bust .45 -0.12 -0.10 -0.09 a. Your portfolio is invested 25% each in A and C, and 50 percent in B. What is the expected return of the portfolio? (4 Points) b. What is the variance of this portfolio? The standard deviation? (3 Points)