Consider the following information:

Rate of Return if State Occurs

State of Economy Probability of State of Economy Stock A Stock B Stock C

Boom $\mathrm{.}10\mathrm{.}35\mathrm{.}45\mathrm{.}27$

Good $\mathrm{.}60\mathrm{.}16\mathrm{.}10\mathrm{.}08$

Poor $\mathrm{.}25\mathrm{.}01\mathrm{.}06\mathrm{.}04$

Bust $\mathrm{.}05\mathrm{.}12\mathrm{.}20\mathrm{.}09$

a$.$ Your portfolio is invested $30\%$ each in A and C$,$ and $40\%$ 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 $3$ decimal places.$)$

Standard deviation $\%$