$\backslash$table$[[,,$Rate of Return if State Occurs$],[$State of Economy,Probability of State of$,,,],[$Boom$,$Economy,Stock A$,$Stock B$,$Stock C$],[$Good$,10,\mathrm{.}35,\mathrm{.}45,\mathrm{.}27],[$Poor$,\mathrm{.}60,\mathrm{.}16,\mathrm{.}10,\mathrm{.}08],[$Bust$,\mathrm{.}25,-\mathrm{.}01,-\mathrm{.}06,-\mathrm{.}04],[,\mathrm{.}05,-\mathrm{.}12,-\mathrm{.}20,-\mathrm{.}09]]$

a$.$ Your portfolio is invested $30\%$ each in A and C$,$ and $40\%$ in B$.$ What is the expected return of intermediate calculations. Round the final answer to $2$ decimal places.$)$

Expected return

$\%$

b$-1.$ What is the variance of this portfolio? $($Do not round intermediate calculations. Round the

Variance

b$-2.$ What is the standard deviation? $($Do not round intermediate calculations. Round the final