Consider the following information:

a$.$ Your portfolio is invested $30$ percent each in A and $C$ and $40$ percent in $B.$ What is the expected return of the portfolio? $($Do not

round intermediate calculations. Round the final answer to $2$ decimal places.$)$

Expected return

$\%$

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

Variance

b$-2.$ What is the standard deviation? $($Do not round intermediate calculations. Round the final answer to $2$ decimal places.$)$