Consider the following information:

$\backslash$table$[[,$Probability of$,$Rate of Return if State Occurs$],[$State of Economy,State of Economy,Stock A$,$Stock B$,$Stock C$,],[$Bqom$,\mathrm{.}15,\mathrm{.}39,\mathrm{.}49,\mathrm{.}29,],[$Good$,\mathrm{.}55,\mathrm{.}15,\mathrm{.}20,\mathrm{.}08,],[$Poor$,\mathrm{.}25,-\mathrm{.}01,-\mathrm{.}09,-\mathrm{.}07,],[$Bust$,\mathrm{.}05,-\mathrm{.}20,-\mathrm{.}24,-\mathrm{.}10,]]$

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?

Note: 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?

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