Consider the following information:

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

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? $($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,,$\%$