PULLULL LO1 10. Returns and Standard Deviations. Consider the following information: LO 2 State of Economy Probability of State of Economy Rate of Return If State Occurs Stock A Stock B Stock C .15 .35 Boom Good Poor Bust . 12 .50 .25 .10 .45 .10 .02 -25 33 .17 -05 -09 a. Your portfolio is invested 25 percent each in A and Cand 50 percent in B. What is the expected return of the portfolio? b. What is the variance of this portfolio? The standard deviation