State of Economy Boom Good Poor Bust Probability of State of Economy .21 .39 .29 .11 NOV 10 a. Expected return b. Variance C. Standard deviation Stock A .368 138 .028 -.128 Stock B .468 118 .038 -.268 a. Your portfolio is invested 29 percent each in A and C and 42 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. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) c. What is the standard deviation of this portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) % Stock C .348 .188 % -.093 -.108 < Prev 4 of 7 tv Ne