Consider the following information:

$\backslash$table$[[\backslash$table$[[$State of$],[$Economy$]],\backslash$table$[[$Probability of$],[$State of Economy$]],$Stock A$,$Rate of$,\backslash$table$[[$Return if State$],[$Stock B$]],$Occurs,Stock C$],[$Boom$,\mathrm{.}20,\mathrm{.}355,,\mathrm{.}455,,\mathrm{.}335],[$Good$,\mathrm{.}40,\mathrm{.}125,,\mathrm{.}105,,\mathrm{.}175],[$Poor$,\mathrm{.}30,\mathrm{.}015,,\mathrm{.}025,,-\mathrm{.}055],[$Bust$,\mathrm{.}10,-\mathrm{.}115,,-\mathrm{.}255,,-\mathrm{.}095]]$

a$.$ Your portfolio is invested $30$ percent each in A and $C$ and $40$ 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$.,\mathrm{.}16161.$

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

$\backslash$table$[[$a$.$ Expected return,$\%$