Problem 11-10 Returns and Standard Deviations [LO 1, 2] Consider the following information: Rate of Return If State Occurs State of Economy Probability of State of Economy .20 Stock A Stock B Stock C Boom .367 .467 .347 Good Poor Bust .40 .30 .10 .137 .027 -127 .117 .037 - 267 .187 -.092 -107 a. Your portfolio is invested 32 percent each in A and C and 36 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) c. What is the standard deviation of this portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a. Expected return b. Variance Standard deviation C. %