Consider the following information:

$\backslash$table$[[,,$Rate of Return if State Occurs$],[$State of Economy,Probability of State,,,$],[$Boom$,\mathrm{.}15,\mathrm{.}35,\mathrm{.}40,\mathrm{.}28],[$Good$,\mathrm{.}45,\mathrm{.}16,\mathrm{.}17,\mathrm{.}09],[$Poor$,\mathrm{.}30,-\mathrm{.}01,-\mathrm{.}03,\mathrm{.}01],[$Bust$,\mathrm{.}10,-\mathrm{.}10,-\mathrm{.}12,-\mathrm{.}09]]$

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$.,\mathrm{.}16161.)$

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,,$\%$