Problem 13-10 Returns and Standard Deviations (L01) Consider the following information Rate of Return If State Occurs Probability of State of Economy Stock A Stock B Stock C State of Economy Boom Good Poor Bust 20 32 50 .12 - OZ 25 .11 -.05 -.08 .05 a. Your portfolio is invested 28 percent each in A and C, and 44 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-1. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.) b-2. What is the standard deviation? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) ces a. Expected retum b-1. Variance b-2. Standard deviation