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$,\mathrm{.}20,\mathrm{.}355,\mathrm{.}455,\mathrm{.}335],[$Good$,\mathrm{.}40,\mathrm{.}125,\mathrm{.}105,\mathrm{.}175],[$Poor$,\mathrm{.}30,\mathrm{.}015,\mathrm{.}025,-\mathrm{.}055],[$Bust$,\mathrm{.}10,-\mathrm{.}115,-\mathrm{.}255,-\mathrm{.}095]]$

a$.$ Your portfolio is invested $30$ percent each in A and $C$ and $40$ 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$.,\mathrm{.}16161.$

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

Note: D$$ not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$

a$..$xpected return

b$.$ Variance

c$.$ Standard deviation