$\backslash$table$[[$State of$,$Probability of$,$Rate of Return if State Occurs,,$],[$Economy$,$State of Economy,Stock A$,$Stock B$,$Stock C$],[$Boom$,\mathrm{.}15,\mathrm{.}362,\mathrm{.}462,\mathrm{.}342],[$Good$,\mathrm{.}45,\mathrm{.}132,\mathrm{.}112,\mathrm{.}182],[$Poor$,\mathrm{.}35,\mathrm{.}022,\mathrm{.}032,-\mathrm{.}068],[$Bust$,\mathrm{.}05,-\mathrm{.}122,-\mathrm{.}262,-\mathrm{.}102]]$

a$.$ Your portfolio is invested $32$ percent each in A and $C$ and $36$ percent in $B.$ What is the expected return of the portfolio?

Note: 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 this portfolio?

Note: Do not round intermediate calculations and round your answer to $5$ decimal places, e$.$g$.,.16161.$

c$.$ What is the standard deviation of this portfolio?

Note: Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$

$\backslash$table$[[$a$.$ Expected return,$],[$b$.$ Variance,$\%$