Consider the following information:

$\backslash$table$[[,,$Rate of Return if State Occurs$],[$State of Economy,of Economy,Stock A$,$Stock B$,$Stock C$,],[$Boom$,15,\mathrm{.}34,-44,\mathrm{.}35,],[$Good$,55,18,\mathrm{.}15,\mathrm{.}09,],[$Poor$,\mathrm{.}25,-\mathrm{.}02,-\mathrm{.}05,-\mathrm{.}04,],[$Bust$,\mathrm{.}05,-12,-\mathrm{.}30,-\mathrm{.}07,]]$

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,,$\%$