Consider the following information:

$\backslash$table$[[$State of$,$Probability of$,$Rate of Return if State Occurs$],[$Economy$,$State of Economy,Stock A$,$Stock B$,$Stock C$,],[$Boom$,\mathrm{.}16,\mathrm{.}357,\mathrm{.}457,\mathrm{.}337,],[$Good$,\mathrm{.}44,\mathrm{.}127,\mathrm{.}107,\mathrm{.}177,],[$Poor$,\mathrm{.}34,\mathrm{.}017,\mathrm{.}027,-\mathrm{.}057,],[$Bust$,\mathrm{.}06,-\mathrm{.}117,-\mathrm{.}257,-\mathrm{.}097,]]$

a$.$ Your portfolio is invested $32$ percent each in A and $C$ and $36$ percent in $B.$ What is the expected return of the portfolio?

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

b$.$ What is the variance of this portfolio?

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

c$.$ What is the standard deviation of this portfolio?

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

a$.$ Expected return

b$.$ Variance

$\backslash$table$[[,\%$z