Consider the following information:

$\backslash$table$[[,,\backslash$table$[[$Rate of Return if State$],[$Occurs$]]],[$State of$,$Probability of$,,,],[$Economy$,$State of Economy,Stock A$,$Stock B$,$Stock C$],[$Boom$,0\mathrm{.}30,0\mathrm{.}20,0\mathrm{.}44,0\mathrm{.}31],[$Good$,0\mathrm{.}30,0\mathrm{.}13,0\mathrm{.}20,0\mathrm{.}13],[$Poor$,0\mathrm{.}20,0\mathrm{.}03,-0\mathrm{.}09,-0\mathrm{.}05],[$Bust$,0\mathrm{.}20,-0\mathrm{.}05,-0\mathrm{.}28,-0\mathrm{.}09]]$

a$.$ Your portfolio is invested $15$ percent each in A and $C$ and $70$ percent in $B.$ What is the expected return of th round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.$)$

Expected return $$

b$-1.$ What is the variance of this portfolio? $($Do not round intermediate calculations. Round your answer to $5$

Variance

b$-2.$ What is the standard deviation? $($Do not round intermediate calculations. Enter your answer as a percen places.$)$

Standard deviation