Consider the following information: Rate of Return If State Occurs State of Probability of Economy State of Economy Stock A Stock B Stock C Boom 0.18 0.353 0.453 0.333 Good 0.42 0.123 0.103 0.173 Poor 0.32 0.013 0.023 -0.053 Bust 0.08 -0.113 -0.253 -0.093 -------------------------------------------------------------------------------- Requirement 1: Your portfolio is invested 29 percent each in A and C and 42 percent in B. What is the expected return of the portfolio? (Do not include the percent sign (%). Enter rounded answer as directed, but do not use the rounded numbers in intermediate calculations. Round your answer to 2 decimal places (e.g., 32.16).) 1-Expected return of the portfolio=? % Requirement 2: (a) What is the variance of this portfolio? (Enter rounded answer as directed, but do not use the rounded numbers in intermediate calculations. Round your answer to 5 decimal places (e.g., 32.16161).) 2-Variance of the portfolio=? (b) What is the standard deviation of this portfolio? (Do not include the percent sign (%). Enter rounded answer as directed, but do not use the rounded numbers in intermediate calculations. Round your answer to 2 decimal places (e.g., 32.16).) 3-Standard deviation=? %