Consider the following information:

State of Economy	Probability of State of Economy	Rate of Return if State Occurs
Stock A	Stock B	Stock C
Boom	.16	.351	.451	.331
Good	.44	.121	.101	.171
Poor	.34	.011	.021	.051
Bust	.06	.111	.251	.091

Your portfolio is invested 31 percent each in A and C and 38 percent in B. What is the expected return of the portfolio?

Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.

What is the variance of this portfolio?

Note: Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.

What is the standard deviation of this portfolio?

Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.