Q4. (25 marks) I a) Consider the following information: .27 State ofEconomy Probability of State ofEconomy Boom .10 Good .60 Poor .25 Bust .05 Rate of Return if State Occurs Stock A Stock B Stock C 35 .45 .10 .08 --01 -12 -- 20 -.09 .16 -06 --04 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