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$,\mathrm{.}17,\mathrm{.}364,\mathrm{.}464,\mathrm{.}344],[$Good$,\mathrm{.}43,\mathrm{.}134,\mathrm{.}114,\mathrm{.}184],[$Poor$,\mathrm{.}33,\mathrm{.}024,\mathrm{.}034,-\mathrm{.}089],[$Bust$,\mathrm{.}07,-\mathrm{.}124,-\mathrm{.}264,-\mathrm{.}104]]$

a$.$ Your portfolio is invested $28$ percent each in A and $C$ and $44$ percent in $B.$ What is the expected return of the Note: Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal pla

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 pla

$\backslash$table$[[$a$.$ Expected return,,$],[$b$.$ Variance,,$],[$c$.$ Standard deviation,,$\%$