State of Economy Boom Good Poor Bust Rate of Return if State Occurs Probability of State of Economy Stock A Stock B Stock C .30 38 43 .28 40 .10 .17 08 22 .03 08 02 08 --01 -03 -12.98 Requirement 1: Your portfolio is invested 14 percent each in A and C, and 72 percent in B. What is the expected return of the portfolio? (Do not round your intermediate calculations. Note: All rates are given in decimal format here!) (Click to select) (Click to select) 5.13% 4.66% 4.20% 4.90% -18.39% ari Requirement 2: (a) What is the variance of this portfolio? (Do not round your intermediate calculations.) (Click to select) (Click to select) 3105 . 1089 .3595 4616 3268 (b) What is the standard deviation? (Do not round! (Click to select) (Click to select) 67.94% 57.17% 33.01% 60.03% 54.31%