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$,0\mathrm{.}35,0\mathrm{.}20,0\mathrm{.}41,0\mathrm{.}25],[$Good$,0\mathrm{.}25,0\mathrm{.}11,0\mathrm{.}16,0\mathrm{.}15],[$Poor$,0\mathrm{.}20,-0\mathrm{.}03,-0\mathrm{.}13,-0\mathrm{.}02],[$Bust$,0\mathrm{.}20,-0\mathrm{.}17,-0\mathrm{.}20,-0\mathrm{.}11]]$

a$.$ Your portfolio is invested $30$ percent each in Stocks A and $C$ and $40$ percent in Stock B$.$ What is the expected return of the portfolio?

Note: Do not round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.

Expected return

b$-1.$ What is the variance of this portfolio?

Note: Do not round intermediate calculations. Round your answer to $5$ decimal places.

Variance

b$-2.$ What is the standard deviation?

Note: Do not round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.

Standard deviation