$10.$ Returns and Standard Deviations $[\backslash (\backslash$triangle $\backslash )$ LO$1]$ Consider the following information: $\backslash$begin$\{$tabular$\}\{|$l$|$l$|$l$|$l$|$l$|\}\backslash$hline $\backslash$multirow$\{2\}\{*\}\{$State of Economy$\}$ & $\backslash$multirow$\{2\}\{*\}\{$Probability of State of Economy$\}$ & $\backslash$multicolumn$\{3\}\{|$c$|\}\{$Rate of Return if State Occurs$\}\backslash \backslash \backslash$hline & & Stock A & Stock B & Stock C $\backslash \backslash \backslash$hline Boom & $.15$ & $.35$ & $.40$ & $.28\backslash \backslash \backslash$hline Good & $.45$ & $.16$ & $.17$ & $09\backslash \backslash \backslash$hline Poor & $.30$ & $-.01$ & $-.03$ & $.01\backslash \backslash \backslash$hline Bust & $.10$ & $-.10$ & $-.12$ & $-.09\backslash \backslash \backslash$hline $\backslash$end$\{$tabular$\}$ a$.$ Your portfolio is invested $25$ percent each in A and C $,$ and $50$ percent in B $.$ What is the expected return of the portfolio? b$.$ What is the variance of this portfolio? The standard deviation? $10.$ Returns and Standard Deviations $[\backslash (\backslash$triangle $\backslash )$ LO$1]$ Consider the following information:

$\backslash$begin$\{$tabular$\}\{|$l$|$l$|$l$|$l$|$l$|\}$

$\backslash$hline $\backslash$multirow$\{2\}\{*\}\{$State of Economy$\}$ & $\backslash$multirow$\{2\}\{*\}\{$Probability of State of Economy$\}$ & $\backslash$multicolumn$\{3\}\{|$c$|\}\{$Rate of Return if State Occurs$\}\backslash \backslash$

$\backslash$hline & & Stock A & Stock B & Stock C $\backslash \backslash$

$\backslash$hline Boom & $.15$ & $.35$ & $.40$ & $.28\backslash \backslash$

$\backslash$hline Good & $.45$ & $.16$ & $.17$ & $09\backslash \backslash$

$\backslash$hline Poor & $.30$ & $-.01$ & $-.03$ & $.01\backslash \backslash$

$\backslash$hline Bust & $.10$ & $-.10$ & $-.12$ & $-.09\backslash \backslash$

$\backslash$hline

$\backslash$end$\{$tabular$\}$

a$.$ Your portfolio is invested $25$ percent each in A and C $,$ and $50$ percent in B $.$ What is the expected return of the portfolio?

b$.$ What is the variance of this portfolio? The standard deviation?