Problem 13-10 Returns and Standard Deviations (LO1] Consider the following information: Rate of Return If State Occurs State of Stock A Stock B Stock C Economy Boom Good Poor Bust Probability of State of Economy .15 .50 .30 .05 .33 .20 -.01 -.17 .43 14 -.09 -.29 .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 %