Consider the following information:

$\backslash$table$[[,,,$Rate of$,$Return if State Occurs$],[$State of Economy,Probability of State of Economy,Stock A$,$Stock B B Stock C$,],[$Boom$,\mathrm{.}66,\mathrm{.}09,\mathrm{.}03,\mathrm{.}24],[$Bust$,\mathrm{.}34,\mathrm{.}13,\mathrm{.}19,-\mathrm{.}04]]$

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 $21$ percent each in A and $B$ and $58$ percent in $C?$

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