Consider the following information: $($please use BA $2$ plus TA calculator for solution when possible, with explanation$)\backslash$table$[[$State Of Economy,Probability,Stock A$,$Stock B$,$Stock C$],[$BOOM$,0\mathrm{.}2,0\mathrm{.}367,0\mathrm{.}467,0\mathrm{.}347],[$GOOD$,0\mathrm{.}4,0\mathrm{.}137,0\mathrm{.}117,0\mathrm{.}187],[$POOR$,0\mathrm{.}3,0\mathrm{.}027,0\mathrm{.}037,-0\mathrm{.}092],[$BUST$,0\mathrm{.}1,-0\mathrm{.}127,-0\mathrm{.}267,-0\mathrm{.}107]]$ Your portfolio is invested $32$ percent each in A and C and $36$ percent in B$.$ What is the expected return of the portfolio?

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

What is the variance of this portfolio?

Note: Do not round intermediate calculations and round your answer to $5$ decimal places, e$.$g$.,\mathrm{.}16161.$

What is the standard deviation of this portfolio?

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