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	.20	.355	.455	.335
Good	.40	.125	.105	.175
Poor	.30	.015	.025	.055
Bust	.10	.115	.255	.095

Your portfolio is invested 30 percent each in A and C and 40 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.