Consider the following information:

$\backslash$table$[[,,$Rate of Return If State Occurs$],[$State of$,$Probability of$,,,],[$Economy$,\backslash$table$[[$State of$],[$Economy$]],$Stock A$,$Stock B$,$Stock C$],[$Boom$,\mathrm{.}15,\mathrm{.}33,\mathrm{.}43,\mathrm{.}23],[$Good$,\mathrm{.}55,\mathrm{.}18,\mathrm{.}14,\mathrm{.}12],[$Poor$,\mathrm{.}25,-\mathrm{.}05,-\mathrm{.}08,-\mathrm{.}06],[$Bust$,\mathrm{.}05,-\mathrm{.}13,-\mathrm{.}18,-\mathrm{.}10]]$

a$.$ Your portfolio is invested $26$ percent each in A and $C,$ and $48$ 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$.,\mathrm{.}32161.)$

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,$\%$