Problem 13-10 Returns and Standard Deviations [LO1] Consider the following information: Rate of Return If State Occurs State of Economy Boom Good Poor Bust Probability of State of Economy 20 150 25 .05 Stock A 32 .17 04 12 Stock B 42 -13 -.07 .17 Stock C 22 .11 -.05 -.09 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 calculaitons. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % b-1 What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g. 32.16161.) Variance b-2 What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation