Consider the following information:

$\backslash$table$[[\backslash$table$[[$State of$],[$Boom$]],\backslash$table$[[$Probability of State of$],[$Economy$]],$Rate of Return if State,Occurs$],[$Stock A$,$Stock B$,$Stock C$],[\backslash$table$[[$Boom$],[$Good$]],\mathrm{.}10,\mathrm{.}35,\mathrm{.}45,\mathrm{.}27],[$Poor$,\mathrm{.}60,\mathrm{.}16,\mathrm{.}10,\mathrm{.}08],[\backslash$table$[[$Poor$],[$Bust$]],\mathrm{.}25,-\mathrm{.}01,-\mathrm{.}06,-\mathrm{.}04],[$Bust$,\mathrm{.}05,-\mathrm{.}12,-\mathrm{.}20,-\mathrm{.}09]]$

a$.$ Your portfolio is invested $30\%$ each in A and C$,$ and $40\%$ in $B.$ What is the expected return of the portfolio? $($Do not round intermediate calculations. Round the final answer to $2$ decimal places.$)$

Expected return $\%$

b$-1.$ What is the variance of this portfolio? $($Do not round intermediate calculations. Round the final answer to $5$ decimal places.$)$

Variance

b$-2.$ What is the standard deviation? $($Do not round intermediate calculations. Round the final answer to $3$ decimal places.$)$

Standard deviation $\%$

Siiprev

$25$ of $27$

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