S13-10 Returns and Standard Deviations [LO1] 2 Consider the following information: Rate of Return if State Occurs State of Stock A Stock B Stock C 57:04 Economy Boom Good Poor Bust Probability of State of Economy .10 .60 25 .05 35 .16 - .01 12 40 .17 -.03 18 27 08 -.04 -09 a. Your portfolio is invested 30 percent each in A and C. and 40 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. Variance Standard deviation C. %