S13-10 Returns and Standard Deviations [LO1 Consider the following information: Rate of Return if State Occurs Probability of 0.15 0.55 0.25 0.05 State of Stock C 0.27 0.08 0.04 - 0.09 State of E con omy Stock AStock B 0.35 0.16 - 0.01 - 0.12 0.45 0.10 0.06 0.20 4 8 Boom Good Poor Bust 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? (Round your answer to 2 decimal places. (e.g.. 32.16) ed retu 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 at is the standard deviation? (Do not round intermediate calculations and round your answer to 2 decimal places. (e.g, 32.16) Standard deviation