Problem 11-11 Portfolio Returns and Volatilities (LO2, CFAS) Given the following information, calculate the expected return and standard deviation for a portfolio that has 37 percent invested in Stock A, 34 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 of Economy Stock A Stock B Stock c 21% 241 0.50 0.50 8% Boom Bust Expected return Standard deviation