Consider the following information:

				Rate of Return If State Occurs
State of	Probability of
Economy	State of Economy			Stock A	Stock B	Stock C
Boom		0.15		0.350	0.450	0.330
Good		0.45		0.120	0.100	0.170
Poor		0.35		0.010	0.020	0.050
Bust		0.05		0.110	0.250	0.090
Your portfolio is invested 30 percent each in A and C and 40 percent in B. What is the expected return of the portfolio? What is the variance of this portfolio? What is the standard deviation of this portfolio?