Consider the following information:

$\backslash$table$[[\backslash$table$[[$State of Economy$],[$Boom$]],\backslash$table$[[$Probability of State$],[$of Economy$]],$Rate of Return if State Occurs$],[$Stock A$,$Stock B$,$Stock C$],[\backslash$table$[[$Boom$],[$Good$]],\mathrm{.}15,\mathrm{.}40,\mathrm{.}50,\mathrm{.}30],[$Poor$,\mathrm{.}60,\mathrm{.}16,\mathrm{.}10,\mathrm{.}09],[$Bust$,20,-\mathrm{.}02,-\mathrm{.}05,-\mathrm{.}03]]$

a$.$ Your portfolio is invested $25$ percent each in A and $C,$ and $50$ 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,,$\%$