Problem $11-9$ Returns and Standard Deviations $($LO$2,$ CFA$5)$

Consider the following information:

a$.$ Your portfolio is invested $35$ percent each in Stocks A and C and $30$ percent in Stock B$.$ What is the expected return of the portfolio?

$($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? $($Do not round intermediate calculations. Round your answer to $5$ decimal places.$)$

Variance

b$-2.$ What is the standard deviation? $($Do not round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal

places.$)$