Rate of Return if State Occurs State of Probability of Economy State of Economy Stock A Stock B Stock C Boom Good Poor Bust 0.35 0.20 0.30 0.15 0.21 0.14 0.02 0.09-0.05 0.42 0.21 0.30 0.12 -0.060.26 -0.09 a. Your portfolio is invested 25 percent each in A and C and 50 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-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