Problem 11-11 Portfolio Returns and Volatilities (LO2, CFA5) Given the following information, calculate the expected return and standard deviation for a portfolio that has 44 percent invested in Stock A, 35 percent in Stock B, and the balance in Stock C. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Returns State of Probability of State Economy Boom Bust of Economy Stock A Stock B Stock C 0.60 0.40 15% 22% 25% Expected return Standard deviation