Consider the following information:

$\backslash$table$[[\backslash$table$[[$State of$],[$Economy$]],\backslash$table$[[$Probability of$],[$State of Economy$]],\backslash$table$[[$Rate of Return if State$],[$Occurs$]]],[$Stock A$,$Stock B$,$Stock C$],[$Boom$,0\mathrm{.}20,0\mathrm{.}19,0\mathrm{.}38,0\mathrm{.}28],[$Good$,0\mathrm{.}25,0\mathrm{.}16,0\mathrm{.}23,0\mathrm{.}10],[$Poor$,0\mathrm{.}10,0\mathrm{.}00,-0\mathrm{.}09,-0\mathrm{.}05],[$Bust$,0\mathrm{.}45,-0\mathrm{.}08,-0\mathrm{.}22,-0\mathrm{.}10]]$

a$.$ 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 intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.$)$

Expected return

b$-1.$ What is the variance of this portfolio? $($Do not round intermediate calculations. Round your answer to $5$ decimal places.$)$

Variance

b$-2.$ What is the standard deviation? $($Do not round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.$)$