What is the expected return on an equally weighted portfolio of these three stocks? what is the variance of a portfolio invested 20 percent each in a and b and 60 percent in c? 10. returns and standard deviations [lo1] consider the following information: state of economy probability of state of economy rate of return if state occurs stock a stock b stock c boom good poor bust .10 .60 .25 .05 .35 .16 −.01 −.12 .40 .17 −.03 −.18 .27 .08 −.04 −.09 page 453 your portfolio is invested 30 percent each in a and c, and 40 percent in b. what is the expected return of the portfolio? what is the variance of this portfolio? the standard deviation?