Consider the following information:

$\backslash$table$[[$State of Economy,$\backslash$table$[[$Probability of State$],[$of Economy$]],$Rate of Return if State Occurs$],[$Stock $A,$Stock B$,$Stock C$],[$Boom$,15,\mathrm{.}30,\mathrm{.}40,\mathrm{.}31],[$Good$,\mathrm{.}55,\mathrm{.}17,\mathrm{.}11,10],[$Poor$,\mathrm{.}25,-\mathrm{.}03,-\mathrm{.}06,-\mathrm{.}04],[$Bust$,\mathrm{.}05,-10,-\mathrm{.}26,-\mathrm{.}07]]$

a$.$ Your portfolio is invested $26$ percent each in A and $C,$ and $48$ 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$.,16161.)$

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,,$\%$