$\backslash$table$[[,,$Rate of$,\backslash$table$[[$Return$],[$Occurs$]],$If State$],[\backslash$table$[[$State of$],[$Economy$]],\backslash$table$[[$Probability of$],[$State of Economy$]],$Stock A$,$Stock B$,$Stock C$],[$Boom$,\mathrm{.}20,\mathrm{.}20,\mathrm{.}33,\mathrm{.}29],[$Good$,\mathrm{.}30,\mathrm{.}15,\mathrm{.}12,\mathrm{.}13],[$Poor$,\mathrm{.}20,\mathrm{.}01,-\mathrm{.}09,-\mathrm{.}06],[$Bust$,\mathrm{.}30,-\mathrm{.}21,-\mathrm{.}26,-\mathrm{.}13]]$

a$.$ Your portfolio is invested $30$ percent each in Stocks A and $C$ and $40$ 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.$)$

Standard deviation

$\%$