Problem $13-10$ Returns and Standard Deviations $[$LO$1]$

Consider the following information:

$\backslash$table$[[$State of Economy,$\backslash$table$[[$Probability of State$],[$of Economy$]],$Rate of Return if State Occurs$],[$Stock A$,$Stock B$,$Stock C$],[$Boom$,\mathrm{.}15,\mathrm{.}33,\mathrm{.}43,\mathrm{.}34],[$Good$,\mathrm{.}50,\mathrm{.}20,\mathrm{.}14,\mathrm{.}08],[$Poor$,\mathrm{.}30,-\mathrm{.}01,-\mathrm{.}09,-\mathrm{.}03],[$Bust$,\mathrm{.}05,-\mathrm{.}17,-\mathrm{.}29,-\mathrm{.}10]]$

a$.$ Your portfolio is invested $32$ percent each in A and $C,$ and $36$ 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$.,32\mathrm{.}16.)$

$\backslash$table$[[$a$.$ Expected return,,$\%$