Problem 13-10 Returns and Standard Deviations (LO1] Consider the following Information: Rate of Return if State Occurs Probability of State State of Economy of Economy Boom .20 Good 55 Poor 20 Bust .05 Stock A .36 20 -.04 -.14 Stock B 46 .17 - 07 -32 Stock C 26 .11 -06 -09 a. Your portfolio is invested 26 percent each in A and C. and 48 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 %