Problem 13-10 Returns and Standard Deviations [LO1] Consider the following information: Rate of Return If State Occurs Stock A Stock B State of Probability of Economy State of Economy Boom .15 Good .50 Poor 30 Bust 05 33 .20 -01 -.17 43 14 -09 -29 Stock C 34 .08 -03 -.10 a. Your portfolio is invested 32 percent each in A and C, and 36 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 %