value: 1.33 points Consider the following information State of Economy Boom Good Poor Bust Probability of State of Economy 20 40 .30 Rate of Return If State Occurs Stock B 467 Stock C Stock A 367 137 027 347 187 -.092 -.107 037 267 -.127 Your portfolio is invested 32 percent each in A and C and 36 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.) Expected return What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 11.83 % 32.16161.) Variance 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.) Standard deviation