11-10 Returns and Standard Deviations [LO 1, 2] Consider the following information: State of Economy Probability of State of Economy Rate of Return if State Occurs Stock A Stock B Stock C Boom .18 .359 .459 .339 Good .42 .129 .109 .179 Poor .32 .019 .029 .065 Bust .08 .119 .259 .099 Your portfolio is invested 28 percent each in A and C and 44 percent in B. What is the expected return of the portfolio? Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16. What is the variance of this portfolio? Note: Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161. What is the standard deviation of this portfolio? Note: Do not round intermediate