Consider the following information:

$\backslash$table$[[\backslash$table$[[$State of$],[$Economy$]],\backslash$table$[[$Probability of$],[$State of$],[$Economy$]],$Rate of Return If State Occurs$],[$Stock A$,$Stock B$,$Stock C$],[$Boom$,\mathrm{.}15,\mathrm{.}31,\mathrm{.}41,\mathrm{.}21],[$Good$,\mathrm{.}60,\mathrm{.}16,\mathrm{.}12,10],[$Poor$,\mathrm{.}20,-\mathrm{.}03,-\mathrm{.}06,-\mathrm{.}04],[$Bust$,\mathrm{.}05,-\mathrm{.}11,-\mathrm{.}16,-\mathrm{.}08]]$

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? $($Do not round intermediate calculaitons. Enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

Expected return $,\%$

b$-1$ What is the variance of this portfolio? $($Do not round intermediate calculations and round your answer to $5$ decimal places, e$.$g$.,32\mathrm{.}16161.)$

Variance

b$-2$What is the standard deviation? $($Do not round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

Standard deviation