$\backslash$table$[[,,,,],[$State of$,$Probability of$,,,],[$Economy$,$State of Economy,Stock A$,$Stock B$,$Stock C$],[$Boom$,0\mathrm{.}25,0\mathrm{.}19,0\mathrm{.}30,0\mathrm{.}24],[$Good$,0\mathrm{.}20,0\mathrm{.}13,0\mathrm{.}21,0\mathrm{.}10],[$Poor$,0\mathrm{.}10,-0\mathrm{.}04,-0\mathrm{.}12,-0\mathrm{.}01],[$Bust$,0\mathrm{.}45,-0\mathrm{.}12,-0\mathrm{.}32,-0\mathrm{.}10]]$

a$.$ Your portfollo is invested $35$ percent each in A and $C$ and $30$ percent in $B.$ What is the expected return of the portfolio? $($Do noz round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.$)$

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

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

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