Consider the following information:

$\backslash$table$[[,$Probability of$,$Rate of Return if State Occurs$],[$State of$,$State of$,,,],[$Economy$,$Economy,Stock A$,$Stock B$,$Stock C$],[$Boom$,\mathrm{.}15,\mathrm{.}36,\mathrm{.}46,\mathrm{.}26],[$Good$,\mathrm{.}45,\mathrm{.}21,\mathrm{.}17,\mathrm{.}10],[$Poor$,\mathrm{.}35,-\mathrm{.}03,-\mathrm{.}06,-\mathrm{.}04],[$Bust$,\mathrm{.}05,-\mathrm{.}17,-\mathrm{.}21,-\mathrm{.}07]]$

a$.$ Your portfolio is invested $22$ percent each in A and $C,$ and $56$ 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,,$\%$