Problem $11-9$ Returns and Standard Deviations

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$,\mathrm{.}25,\mathrm{.}37,\mathrm{.}47,\mathrm{.}27],[$Good$,\mathrm{.}50,\mathrm{.}21,\mathrm{.}18,\mathrm{.}12],[$Poor$,20,-\mathrm{.}05,-\mathrm{.}08,-\mathrm{.}05],[$Bust$,05,-\mathrm{.}15,-\mathrm{.}33,-\mathrm{.}10]]$

a$.$ Your portfolio is invested $25$ percent each in A and $C,$ and $50$ percent in B$.$ What is the expected return of the portfolio? $($Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

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

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