Consider the following information:

$\backslash$table$[[,,$Rate of Return if State Occurs$],[,$Probability of State,,,$],[$State of Economy,of Economy,Stock A$,$Stock B$,$Stock C$],[$Boom$,\mathrm{.}20,\mathrm{.}36,\mathrm{.}46,\mathrm{.}26],[$Good$,\mathrm{.}55,\mathrm{.}20,\mathrm{.}17,\mathrm{.}11],[$Poor$,\mathrm{.}20,-\mathrm{.}04,-\mathrm{.}07,-\mathrm{.}06],[$Bust$,\mathrm{.}05,-\mathrm{.}14,-\mathrm{.}32,-\mathrm{.}09]]$

a$.$ Your portfolio is invested $26$ percent each in A and $C,$ and $48$ 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,,$\%$