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$,\mathrm{.}19,\mathrm{.}366,\mathrm{.}466,\mathrm{.}346],[$Good$,\mathrm{.}41,\mathrm{.}136,\mathrm{.}116,\mathrm{.}186],[$Poor$,\mathrm{.}31,\mathrm{.}026,\mathrm{.}036,-\mathrm{.}091],[$Bust$,\mathrm{.}09,-\mathrm{.}126,-\mathrm{.}266,-\mathrm{.}106]]$

a$.$ Your portfolio is invested $31$ percent each in A and $C$ and $38$ 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$.,32\mathrm{.}16.$

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$.,32\mathrm{.}16.$

$\backslash$table$[[$a$.$ Expected return,,$\%$