Consider the following information:

$\backslash$table$[[$State of$,$Probability of$,,$Rate of$,$Return if State$],[$Economy$,$State of Economy,Stock $A,$Stock B$,$Stock C$],[$Boom$,\mathrm{.}16,\mathrm{.}351,\mathrm{.}451,\mathrm{.}331],[$Good$,\mathrm{.}44,\mathrm{.}121,\mathrm{.}101,\mathrm{.}171],[$Poor$,\mathrm{.}34,\mathrm{.}011,\mathrm{.}021,-\mathrm{.}051],[$Bust$,\mathrm{.}06,-\mathrm{.}111,-\mathrm{.}251,-\mathrm{.}091]]$

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,o$],[$b$.$ Variance,$],[$c$.$ Standard deviation,$|\%]]$