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$],[$Good$,\mathrm{.}15,\mathrm{.}30,\mathrm{.}40,31],[$Poor$,55,\mathrm{.}17,\mathrm{.}11,10],[$Bust$,\backslash$table$[[\mathrm{.}25],[\mathrm{.}05]],-\mathrm{.}03,-\mathrm{.}06,-\mathrm{.}04]]$

a$.$ Your portfolio is invested $26$ percent each in A and $C,$ and $48$ percent in $B.$ What is the expected return of the portfolio? $($Do not round interme enter your answer as a percent rounded to $2$ decimal pla

b$-1.$ What is the variance of this portfolio? $($Do not round inter round your answer to $5$ decimal places, e$.$g$.,\mathrm{.}16161.)$

b$-2.$ What is the standard deviation? $($Do not round intermediatc your answer as a percent rounded to $2$ decimel places, $..$ons and enter

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