Consider the following information:

$\backslash$table$[[,,$Rate of Return if$,$State,Occurs$],[$State of$,$Probability of$,$Stock A$,$Stock B$,$Stock C$,,,],[$Economy State of Economy,Stock,,,,,,$],[$Boom$,\mathrm{.}10,\mathrm{.}35,\mathrm{.}40,\mathrm{.}27,,,],[$Good$,\mathrm{.}60,\mathrm{.}16,\mathrm{.}17,\mathrm{.}08,,,],[$Poor$,\mathrm{.}25,-\mathrm{.}01,-\mathrm{.}03,-\mathrm{.}04,,,],[$Bust$,\mathrm{.}05,-\mathrm{.}12,-\mathrm{.}18,-\mathrm{.}09,,,]]$

a$.$ Your portfolio is invested $30$ percent each in A and $C,$ and $40$ 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$.,16161.)$

$b-2.$ 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,$\%$