Time Left:0:29:26 Mahlon Bosire: Attempt 1 If your portfolio is invested 30 percent in A, 50 percent in B, and 20 percent in C, what is the portfolio's expected return and the variance? Stock B Return (%) Stock C Return (%) Stock A Return (%) Probability of State of Economy State of Economy 35% 47% 5% Boom 0.14 23% 13% 25% Normal 0.52 -38% .24% Recession 0.34 19% A) Expected Return - 8.52% and Variance 0.05122 B) Expected Return = 8.52% and Variance - 0.27648 C) Expected Return = 8.52% and Variance 0.22632 D) Expected Return = 10.17% and Variance -0.03045 E) Expected Return = 10.17% and Variance = 0.17450