State of Economy boom Good Poor Bust Rate of Return if State Occurs Probability of State of Economy Stock A Stock Stock .25 .20 48 .23 .14 .20 .11 .20 -.05 -.13 .00 .40 -. 33 .11 -.13 o. Your portfolio is invested 40 percent each in Stocks A and C and 20 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 ploces.) Expected return b-1. What is the variance of this portfolio? (Do not round intermediate calculations. Round your answer to 5 decimal places.) Vanance b-2. What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.)