Problem 13-10 Returns and Standard Deviations [L01] Consider the following information: Rate of Return if State Occurs Probability of State State of Economy of Economy Stock A Stock B Stock C Boom .20 .31 .41 .32 Good .50 .18 .12 .11 Poor .25 -.O4 -.O7 -.05 Bust .05 -.15 -.27 -.08 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.} a. Expected return b-1. Variance b-2. Standard deviation