Q5: (20 marks) a) Consider the following information: State ofEconomy Probability of State ofEconomy Boom .10 Good .60 Poor .25 Rate of Return if State Occurs Stock A Stock B Stock C .35 .45 .27 .16 .10 .08 -01 -.06 -.04 -.12 -.20 -.09 Bust .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