Consider the following information:

$\backslash$table$[[,,,$Rate of Return if State Occurs$],[$State of Economy,Probability of State,,,,$],[$of Economy,Stock A$,$Stock B$,$Stock C$,,],[$Boom$,\mathrm{.}15,\mathrm{.}38,\mathrm{.}48,\mathrm{.}28,],[$Good$,\mathrm{.}45,\mathrm{.}22,\mathrm{.}19,15,],[$Poor$,\mathrm{.}30,-\mathrm{.}04,-\mathrm{.}09,-\mathrm{.}06,],[$Bust$,\mathrm{.}10,-\mathrm{.}16,-\mathrm{.}34,-\mathrm{.}11,]]$

a$.$ Your portfolio is invested $24$ percent each in A and $C,$ and $52$ percent in $B.$ What is the expected return of the portfolio? $($Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

b$-1.$ What is the variance of this portfolio? $($Do not round intermediate calculations and round your answer to $5$ decimal places, e$.$g$.,\mathrm{.}16161.)$

b$-2.$ What is the standard deviation? $($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,$],[$b$-1.$ Variance,$],[$b$-2.$ Standard deviation,$]]$