Consider the following information:

$\backslash$table$[[,$Probability of$,$Rate of Return if State Occurs,$],[$State of$,$State of$,],[$Economy$,$Economy,Stock A$,$Stock B$,$Stock C$],[$Boom$,\mathrm{.}20,\mathrm{.}32,\mathrm{.}42,\mathrm{.}22],[$Good$,\mathrm{.}50,\mathrm{.}17,\mathrm{.}13,\mathrm{.}11],[$Poor$,\mathrm{.}25,-\mathrm{.}04,-\mathrm{.}07,-05],[$Bust$,\mathrm{.}05,-\mathrm{.}12,-\mathrm{.}17,-\mathrm{.}09]]$

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$.,16161.)$

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,,$\%$