Rate of Return if State Occurs State of Economy Boom Good Poor Bust Probability of State of Economy .20 50 25 05 Stock C .32 Stock A Stock B 41 12 -.07 -.27 18 04 -.05 -.08 a. Your portfolio is invested 28 percent each in A and C, and 44 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g 32.16.) Expected return b-1.What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) Variance b.What is the standard deviation? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation