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

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

Expected return

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.$)$

Standard deviation

$6$