State of Economy Boom Good Poor Bust Occurs Probability of State of Economy Stock A Stock B Stock C .35 .21 .34 .26 .25 .11 ..23 .08 .30 -.02 -.10 -.03 . 10 -.10 -. 18 -.10 a. Your portfolio is invested 35 percent each in Stocks A and C and 30 percent in Stock 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