$\backslash$table$[[$State of$,\backslash$table$[[$Probability of$],[$Economy$],[$State of Economy$]],$Stock A$,$Rate of Return if State Occurs,$],[$Boom$,\mathrm{.}21,\mathrm{.}368,$Stock B$,$Stock C$],[$Good$,\mathrm{.}39,\mathrm{.}138,\mathrm{.}468,\mathrm{.}348],[$Poor$,\mathrm{.}29,\mathrm{.}028,\mathrm{.}118,\mathrm{.}188],[$Bust$,\mathrm{.}11,-\mathrm{.}128,-\mathrm{.}038,-\mathrm{.}093]]$

a$.$ Your portfolio is invested $29$ percent each in A and $C$ and $42$ 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,,$\%$