Consider the following information:

$\backslash$table$[[$State of$,$Probability of$,$Rate of Return if State $0$ccurs,,$],[$Economy$,$State of Economy,Stock A$,$Stock B$,$Stock C$],[$Boom$,\mathrm{.}19,\mathrm{.}354,\mathrm{.}454,\mathrm{.}334],[$Good$,\mathrm{.}41,\mathrm{.}124,\mathrm{.}104,\mathrm{.}174],[$Poor$,\mathrm{.}31,\mathrm{.}014,\mathrm{.}024,-\mathrm{.}054],[$Bust$,\mathrm{.}09,-\mathrm{.}114,-\mathrm{.}254,-\mathrm{.}094]]$

a$.$ Your portfolio is invested $28$ percent each in A and $C$ and $44$ 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: 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,$],[$b$.$ Variance,$\%$