Problem 11-9 Returns and Standard Deviations (LO2, CFA5) Consider the following information: Rate of Return if State State of Probability of Economy State of Economy Stock A Stock 8 Stock Good Occurs Boom .25 35 .25 .20 20 Poor Bust .20 .11 03 -.17 .41 16 -.13 ..20 .15 -102 -.11 0. Your portfolio is invested 30 percent each in Stocks A and C and 40 percent in Stock B. What is the expected re (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Expected return b-1. What is the variance of this portfolio? (Do not round intermediate calculations. Round your answer to 5 decimal places.) Variance b-2. What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation