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Problem $11-9$ Returns and Standard Deviations

Consider the following information:

$\backslash$table$[[,$Probability of State of$,$Rate of Return If State Occurs$],[$State of Economy,Economy,Stock A$,$Stock B$,$Stock,C$],[$Boom$,.20,.31,.41,.32,],[$Good$,.50,.18,.12,.11,],[$Poor$,.25,-.04,-.07,-.05,],[$Bust$,.05,-.15,-.27,-.08,]]$

a$.$ Your portfolio is invested $28$ percent each in A and $C,$ and $44$ percent in $B.$ What is the expected return of the portfolio?

Note: Do not round intermediate calculations and enter your ansuter as a percent rounded to $2$ decimal places, e$.$g$.32\mathrm{.}16.$

b$-1.$ What is the variance of this portfolio?

Note: Do not round intermediate calculations and round your answer to $5$ decimal places, e$.$g$.,.32161.$

b$-2.$ What is the standard deviation?

Note: Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.32\mathrm{.}16.$

$\backslash$table$[[$a$.$ Expected return,$11\mathrm{.}52,\%$