please help with requirement 2 A

Problem 11-10 Returns and Standard Deviations [LO 1, 2] Consider the following information: Rate of Return If State Occurs Probability of State of Economy 20 State of Economy Boom Good Poor Bust .40 Stock A 361 .131 .021 -.121 Stock B .461 .111 .031 - 261 Stock C .341 .181 -.067 -.101 .30 .10 Requirement 1: Your portfolio is invested 31 percent each in A and C and 38 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations. Enter your answer as a percentage rounded to 2 decimal places (e.g., 32.16).) Expected return of the portfolio 11.65 % Requirement 2: (a) What is the variance of this portfolio? (Do not round intermediate calculations. Round your answer to 5 decimal places (e.g., 32.16161).) Variance of the portfolio (b) What is the standard deviation of this portfolio? (Do not round Intermediate calculations. Enter your answer as a percentage rounded to 2 decimal places (o.g., 32.16).) Standard deviation 16.67 %