S13-10 Returns and Standard Deviations (LO1] Consider the following information: Rate of Return if State Occurs State of Economy Stock A Stock B Stock C Boom Good Poor Bust Probability of State of Economy .10 .60 .25 .05 .35 .16 -.01 - 12 40 17 -.03 - .18 .27 .08 -.04 -.09 a. Your portfolio is invested 30 percent each in A and C, and 40 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.) b-1. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.) b-2. 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.) s a. % Expected return Variance b. C. Standard deviation %