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Consider the following information Your portfolio is invested 30 percent each in A and C and 40 percent in B. What is the exptcted return of the portfolio? What is the variance of the portfolio? The standard deviation? State Boom Good Poor Bust Probability 0.10 0.60 0.25 0.05 Stock A 0.35 0.16 (001) (012) Stock B 045 0.10 (006) YO 20) Stock C 0.27 0.08 0.04) YO. 09) weights 0.30 040 0.30 Complete the following analysis. Do not hard code values in your calculations. 15 Complete the following analysis. Do not hard code values in your calculations. 16 17 Portfolio Return Product Return Deviation Squared Deviation 18 Product 19 20 State Boom! Good Poor Bust 21 22 23 E(R) = Variance = 24 Standard Deviation = 25 26 27