Consider the following information:

$\backslash$table$[[,,,$Rate of Return if State Occurs$],[$State of Economy,,,,,,$],[$Boom$,$of Economy,Stock A$,$Stock B$,$Stock C$,,],[$Good$,\mathrm{.}15,\mathrm{.}35,\mathrm{.}45,\mathrm{.}25,,],[$Poor$,\mathrm{.}60,\mathrm{.}19,\mathrm{.}16,\mathrm{.}10,,],[$Bust$,\mathrm{.}020,-\mathrm{.}03,-\mathrm{.}06,-\mathrm{.}05,,],[,\mathrm{.}05,-\mathrm{.}13,-\mathrm{.}31,-\mathrm{.}08,,]]$

a$.$ Your portfolio is invested $28$ percent each in A and $C,$ and $44$ 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$.,32\mathrm{.}16.)$