Q4. (25 marks) a) Consider the following information: State ofEconomy Boom Good Poor Bust Probability of State of Economy .10 .60 Rate of Return if State Occurs Stock A Stock B Stock C -35 .45 27 .16 .10 .08 -.01 -.06 -04 -12 -.20 -.09 .25 .05 + Your portfolio is invested 35% each in A and C, and 30% in B. a) What is the expected return of the portfolio? b) What is the variance of this portfolio? c) What is the standard deviation