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$,\mathrm{.}18,\mathrm{.}353,\mathrm{.}453,\mathrm{.}333],[$Good$,\mathrm{.}42,\mathrm{.}123,\mathrm{.}103,\mathrm{.}173],[$Poor$,\mathrm{.}32,\mathrm{.}013,\mathrm{.}023,-\mathrm{.}053],[$Bust$,\mathrm{.}08,-\mathrm{.}113,-\mathrm{.}253,-\mathrm{.}093]]$

a$.$ Your portfolio is invested $29$ percent each in A and $C$ and $42$ 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,$\%$