Consider the following information:

Rate of Return if State Occurs

State of

Probability of

Economy

State of Economy

Stock A

Stock B

Stock C

Boom

0.15

0.33

0.43

0.23

Good

0.55

0.18

0.14

0.12

Poor

0.25

?

0.05

?

0.08

?

0.06

Bust

0.05

?

0.13

?

0.18

?

0.10

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? (Round your answer to 2 decimal places. (e.g. 32.16))

Expected return

??%

B1- 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

B2- What is the standard deviation? (Do not round intermediate calculations and round your final answer to 2 decimal
places. (e.g. 32.16))

Standard deviation

??%