19. Expected return and standard deviation. Use the following information to answer the questions. Probability State 0.35 0.50 0.15 State of the of Economic Return on Return on Return orn Asset A 0.040 0.040 0.040 Asset B 0.210 0.080 -0.010 Asset C 0.300 0.200 -0.260 Economy Boom Normal Recession a. What is the expected return of each asset? b. What is the variance of each asset? c. What is the standard deviation of each asset