Consider the following information:

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

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? $($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,$\%$