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	.19	.360	.460	.340
Good	.41	.130	.110	.180
Poor	.31	.020	.030	.066
Bust	.09	.120	.260	.100

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.