Consider the following information: Rate of Return if State Occurs Probability of State of Economy .35 State of Economy Boom Good Poor Bust .15 Stock A Stock B .18 .29 .17 .18 .83 -.07 -.23 -.22 Stock C .31 .11 -.88 -.13 .10 a. Your portfolio is invested 35 percent each in Stocks A and Cand 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 Intermedlate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation 96