Consider the following information:

$\backslash$table$[[,,$Rate of$,$eturn if$,$e occurs$],[\backslash$table$[[$State of Economy$],[$Boom$]],$Proba,$\backslash$table$[[$Stock A$]],\backslash$table$[[$Stock B$]],\backslash$table$[[$Stock C$]]],[$B$,,\mathrm{.}19,,-\mathrm{.}10]]$

a$.$ What is the expected return on an equally weighted portfolio of these three stocks?

Note: Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$

b$.$ What is the variance of a portfolio invested $27$ percent each in A and $B$ and $46$ percent in $C?$

Note: Do not round intermediate calculations and round your answer to $5$ decimal places, e$.$g$.,\mathrm{.}16161.$

a$.$ Expected return

b$.$ Variance of portfolio