Problem 11-10 Returns and Standard Deviations (LO 1, 2] Consider the following information: Rate of Return If State Occurs Stock A Stock B Stock C State of Economy Boom Good Poor Bust Probability of State of Economy .19 .41 .31 .09 .360 130 020 -120 460 .110 .030 .340 .180 -066 -100 -260 it ences a. Your portfolio is invested 30 percent each in A and C and 40 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 C. Standard deviation % %