Rate of Return if State Occurs State of Probability of Economy State of Economy Stock A Stock B Stock C Boom 0.25 0.19 0.35 0.28 Good 0.30 0.14 0.13 0.14 Poor 0.10 0.00 -0.10 -0.05 Bust 0.35 -0.20 -0.28 -0.13 a. Your portfolio is invested 35 percent each in A and C and 30 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Expected return b-1. What is the variance of this portfolio? (Do not round intermediate calculations. Round your answer to 5 decimal places.) Variance b-2. What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation %