Consider the following Information:

$\backslash$table$[[\backslash$table$[[0\mathrm{.}4],[$points$]],\backslash$table$[[$State of$],[$Economy$]],\backslash$table$[[$Probability$],[$of State of$],[$Economy$]],$Rate of Return if State Occurs$],[$Stock A$,$Stock B$,$Stock C$],[$Boom$,,0\mathrm{.}19,0\mathrm{.}43,0\mathrm{.}24],[$Good$,0$:$20,0\mathrm{.}17,0,17,$Q$.14],[,$Poor,$0\mathrm{.}10,-0\mathrm{.}04,-0\mathrm{.}14,0\mathrm{.}03],[$m$,$Bust,$0\mathrm{.}48,-0\mathrm{.}16,-0\mathrm{.}22,-0\mathrm{.}11]]$

a$.$ Your portfollo is Invested $25$ percent each in Stocks A and $C$ and $50$ percent in Stock B$.$ What is the expected return of the portfolio? Note: Do not round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.

Expected return

$\%$

b$-1.$ What is the varlance of this portfollo?

Note: Do not round Intermedlate calculations. Round your answer to $5$ decimal places.

$\backslash$table$[[$Variance$]]$

b$-2$ What is the standard deviation?

Note: Do not round Intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.

$$

$\%$