Consider the following information:

$\backslash$table$[[$State of$,\backslash$table$[[$Probability of$]],$Rate of Return if State Occurs,,$],[$Economy$,$State of Economy,Stock A$,$Stock B$,$Stock C$],[$Boom$,\mathrm{.}10,\mathrm{.}34,\mathrm{.}44,\mathrm{.}24],[$Good$,\mathrm{.}60,\mathrm{.}19,\mathrm{.}15,\mathrm{.}08],[$Poor$,\mathrm{.}25,-\mathrm{.}01,-\mathrm{.}09,-\mathrm{.}07],[$Bust$,\mathrm{.}05,-\mathrm{.}15,-\mathrm{.}19,-\mathrm{.}11]]$

Requirement $1$:

Your portfolio is invested $25$ percent each in A and C$,$ and $50$ percent in B$.$ What is the expected return of the portfolio? $($Do not round your intermediate calculations.$)$

$($Click to select$)vv$

Requirement $2$:

$($a$)$ What is the variance of this portfolio? $($Do not round your intermediate calculations.$)$

$($Click to select$)vv$

$($b$)$ What is the standard deviation? $($Do not round your intermediate calculations.$)$

$($Click to select$)vv$