Consider the following information:

$\backslash$table$[[,,$Rate of Return if State Occurs$],[$State of Economy,$\backslash$table$[[$Probability of State$],[$of Economy$]],$Stock A$,$Stock B$,$Stock C$,],[$Boom$,\mathrm{.}15,\mathrm{.}37,\mathrm{.}47,\mathrm{.}27,],[$Good$,\mathrm{.}45,\mathrm{.}22,\mathrm{.}18,\mathrm{.}11,],[$Poor$,\mathrm{.}35,-\mathrm{.}04,-\mathrm{.}07,-\mathrm{.}05,],[$Bust$,\mathrm{.}05,-\mathrm{.}18,-\mathrm{.}22,-\mathrm{.}08,]]$

a$.$ Your portfolio is invested $20$ percent each in A and $C,$ and $60$ percent in $B.$ What is the expected return of the portfolio? $($Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

b$-1.$ What is the variance of this portfolio? $($Do not round intermediate calculations and round your answer to $5$ decimal places, e$.$g$.,\mathrm{.}16161.)$

b$-2.$ What is the standard deviation? $($Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

$\backslash$table$[[$a$.$ Expected return,,$\%$