Expected return and standard deviation. Use the following information to answer the questions. Return on Return on Return on State of Probability of State Asset R in Asset S in Asset T in Economy State State State Boom 0.29 0.035 0.290 0.460 Growth 0.39 0.035 0.140 0.270 Stagnant 0.21 0.035 0.150 0.040 Recession 0.11 0.035 -0.030 -0.170 a. What is the expected return of a portfolio with equal investment in all three assets? b. What is the portfolio's variance and standard deviation? a. What is the expected return of a portfolio with equal investment in all three assets? (Round to four decimal places.) b. What is the portfolio's variance? (Round to four decimal places.) What is the portfolio's standard? (Round to four decimal places.)