Consider the following information:

$\backslash$table$[[\backslash$table$[[$State of$],[$Economy$]],\backslash$table$[[$Probability of$],[$State of Economy$]],$Stock A$,\backslash$table$[[$Rate of Return if State$],[$Stock B$]],$Occurs$],[$Boom$,\mathrm{.}20,\mathrm{.}361,\mathrm{.}461,\mathrm{.}341],[$Good$,\mathrm{.}40,\mathrm{.}131,\mathrm{.}111,\mathrm{.}181],[$Poor$,\mathrm{.}30,\mathrm{.}021,\mathrm{.}031,-\mathrm{.}067],[$Bust$,\mathrm{.}10,-\mathrm{.}121,-\mathrm{.}261,-\mathrm{.}101]]$

a$.$ Your portfolio is invested $31$ percent each in A and $C$ and $38$ 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$.$ What is the variance of this portfolio?

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

c$.$ 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$.,32\mathrm{.}16.$