Please answer d), thanks!

P8-21 (similar to) Expected return and standard deviation Use the following information to answer the questions Return on Asset J in Return on Return on State of Probability Asset K in Asset L in Economy of State State State State 0.26 Boom 0.055 0.240 0.260 0.35 Growth 0.055 0.130 0.220 Stagnant 0.22 0.055 0.030 0.050 0.055 -0.220 Recession 0.17 - 0.100 a. What is the expected return of each asset? b. What Is the variance and the standard deviation of each asset? c. What expected return of a portfolio with 10% in asset J, 55% in asset K, and 35% in asset L? What is the standard deviation of asset L? (Round to four decimal places.) 1712 c. What is the expected return of a portfolio with 10% in asset J, 55% in asset K, and 35% in asset L? 1005 (Round to four decimal places.) d. What is the portfolio's variance using the same asset weights from part (c)? (Round to four decimal places.)