O Problem 11-9 Returns and Standard Deviations (LO2, CFAS) Consider the following information: Rate of Return if State Occurs State of Probability of Economy State of Econony Stock A Stock B Stock Boom Good Poor Bust 0.40 0.25 0.30 0.05 0.29 0.150.22 0.11 0.01 -0.09 -0.06 -0.07-0.24 0.09 0-18 0.40 a. Your portfolio is invested 20 percent each in A and C and 60 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Answer is complete and correct 15 16 0 % Expected b-1. What is the variance of this portfolio? (Do not round intermediate calculations. Round your answer to 5 decimal places.) Answer is complete but not entirely correct b-1. What is the variance of this portolio? (Do not round intermediate calculations. Round your answer to 5 decimal places.) Answer is complete but not entirely correct Varlance 293,76927 b-2. What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Answer is complete but not entirely correct 17.140% deviation