Consider the following information

$\backslash$table$[[\backslash$table$[[$State of$],[$Economy$],[$Boom$],[$Bust$]],\backslash$table$[[$Probability of$],[$State$],[$of Economy$]],$Rate of Return if State Occurs$],[$Stock A$,$Stock B$,$Stock C$],[\backslash$table$[[\backslash$table$[[67],[33]]]],\backslash$table$[[\backslash$table$[[10],[14]]]],\backslash$table$[[\backslash$table$[[04],[20]]]],\backslash$table$[[25]]]]$

a$.$ What is the expected return on an equally weighted portfolio of these three stocks? $($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 a portfolio invested $22$ percent each in A and $B$ and $56$ percent in C$?($Do not round intermediate calculations and round your answer to $5$ decimal places, e$.$g$.,32\mathrm{.}16161.)$

$\backslash$table$[[,],[$a$.,$Expected retum,,$],[$b$.,$Variance of portfolio,,$]]$