Problem 11-9 Returns and Standard Deviations [LO 1, 2] Consider the following information: a. What is the expected return on an equally weighted portfolio of these three stocks? Note: 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 a portfolio invested 20 percent each in A and B and 60 percent in C ? Note: Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161. Problem 11-9 Returns and Standard Deviations [LO 1, 2] Consider the following information: a. What is the expected return on an equally weighted portfolio of these three stocks? Note: 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 a portfolio invested 20 percent each in A and B and 60 percent in C ? Note: Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161