Consider the following information: Rate of Return If State Occurs State of Prob

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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 0.17 0.352 0.452 0.332 Good 0.43 0.122 0.102 0.172 Poor 0.33 0.012 0.022 ?0.052 Bust 0.07 ?0.112 ?0.252 ?0.092 Requirement 1: 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 include the percent sign (%). Enter rounded answer as directed, but do not use the rounded numbers in intermediate calculations. Round your answer to 2 decimal places. Expected return of the portfolio ???% Requirement 2: (A) What is the variance of this portfolio? (Enter rounded answer as directed, but do not use the rounded numbers in intermediate calculations. Round your answer to 5 decimal places. Variance of the portfolio ???? (B) What is the standard deviation of this portfolio? (Do not include the percent sign (%). Enter rounded answer as directed, but do not use the rounded numbers in intermediate calculations. Round your answer to 2 decimal places. Standard deviation ????%

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