Chapter $11$ Expected return and Risk

Give the portfolio information below, Please calculate the expected returns for A$,$ B and $C$ and the return standard deviations. Also calculate the expected return for the portfolio that has $30\%,40\%$ and $30\%$ weights in $A,B$ and C respectively.

$\backslash$table$[[$State of Economy,probability $($p$)$ of each state,Return if state occurs$],[$Stock A$,$Stock B$,$Stock C$,$portfolio$],[$Boom$,0\mathrm{.}2,25\mathrm{.}0\%,45\mathrm{.}0\%,-10\mathrm{.}0\%,],[$Normal$,0\mathrm{.}5,8\mathrm{.}0\%,10\mathrm{.}0\%,0\mathrm{.}4\%,],[$Bust$,0\mathrm{.}3,-10\mathrm{.}0\%,-25\mathrm{.}0\%,20\mathrm{.}0\%,],[$Weight for each stock $($w$),30\%,40\%,30\%,]]$