$\backslash$table$[[,,\backslash$table$[[$Rate of Return if State$],[$Occurs$]]],[$State of$,$Probability of$,,,,],[$Economy$,$State of Economy,Stock A$,$Stock B$,$Stock C$,],[$Boom$,0\mathrm{.}20,0\mathrm{.}20,0\mathrm{.}33,0\mathrm{.}29,],[$Good$,0\mathrm{.}30,0\mathrm{.}15,0\mathrm{.}12,0\mathrm{.}13,],[$Poor$,0\mathrm{.}20,0\mathrm{.}01,-0\mathrm{.}09,-0\mathrm{.}06,],[$Bust$,0\mathrm{.}30,-0\mathrm{.}21,-0\mathrm{.}26,-0\mathrm{.}13,]]$

a$.$ Your portfolio is invested $30$ percent each in A and $C$ and $40$ 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.$)$

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.$)$

$\%$