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$,\mathrm{.}20,\mathrm{.}367,\mathrm{.}467,\mathrm{.}347],[$Good$,\mathrm{.}40,\mathrm{.}137,\mathrm{.}117,\mathrm{.}187],[$Poor$,\mathrm{.}30,\mathrm{.}027,\mathrm{.}037,-\mathrm{.}092],[$Bust$,\mathrm{.}10,-\mathrm{.}127,-\mathrm{.}267,-\mathrm{.}107]]$

a$.$ Your portfolio is invested $32$ percent each in A and $C$ and $36$ 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,,$\%$