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11. value: 2.00 points Problem 11-10 Returns and Standard Deviations [LO 1, 2] Consider the following information Rate of Return If State Occurs State of Economy L Boom Good Poor Bust Requirement 1: Probability of State of Economy .15 .45 .35 .05 Stock A .356 126 016 -.116 Stock B 456 106 026 -.256 Stock C 336 176 -.056 -.096 Your portfolio is invested 31 percent each in A and C and 38 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations. Enter your answer as a percentage rounded to 2 decimal places (e.g., 32.16).) Expected return of the portfolio Requirement 2: (a) What is the variance of this portfolio? (Do not round intermediate calculations. Round your answer to 5 decimal places (e.g., 32.16161).) Variance of the portfolio (b) What is the standard deviation of this portfolio? (Do not round intermediate calculations. Enter your answer as a percentage rounded to 2 decimal places (e.g., 32.16).) Standard deviation