How can I calculate the last question (C)?

You have the below information about the expected returns of Lembas LLC, Rivendell LCC, and Arda Capital for the coming year, which each heavily depend on the state of the economy: Economic State Probability Lembas LLC. Rivendell LLC Arda Capital Boom 0.12 17.00% -19.00% 36.00% Normal 0.54 8.00% 3.00% 16.00% Recession 0.27 -2.00% 26.00% -5.00% Crisis 0.07 -7.00% 40.00% -13.00% You currently own a portfolio that of which 39.0% of its value consists of shares of Lembas LLC, 27.0% of its value comes from Rivendell LLC, and the remainder comes from Arda Capital. A) What is the expected return of each of the three firms in the coming year? (Round each to two decimal places) Lembas LLC: 5.33 Your last answer was interpreted as follows: 5.33 Correct answer, well done. Marks for this submission: 2.50/2.50. Rivendell LLC: 9.16 Your last answer was interpreted as follows: 9.16 Correct answer, well done. Marks for this submission: 2.50/2.50. Arda Capital: 10.70 Your last answer was interpreted as follows: 10.70 Correct answer, well done.Correct answer, well done. Marks for this submission: 2.50/2.50. B) What is the expected return on your portfolio? |8.19 (Round to two decimal places) Your last answer was interpreted as follows: 8.19 Correct answer, well done. Marks for this submission: 2.50/2.50. C) What is the expected standard deviation of your portfolio's return in the coming year? %% (Round to two decimal places) Incorrect answer. HINT! There are two Variance (i.e.