$\backslash$table$[[\backslash$table$[[$State of$],[$Economy$]],\backslash$table$[[$Probability$],[$of State of$],[$Economy$]],$Rate of Return if State $0$ccur$],[$Stock A$,$Stock B$,$Stock C$],[$Boom$,0\mathrm{.}25,0\mathrm{.}18,0\mathrm{.}37,0\mathrm{.}27],[$Good$,0\mathrm{.}15,0\mathrm{.}13,0\mathrm{.}14,0\mathrm{.}15],[$Poor$,0\mathrm{.}40,-0\mathrm{.}01,-0\mathrm{.}11,-0\mathrm{.}04],[$Bust$,0\mathrm{.}20,-0\mathrm{.}19,-0\mathrm{.}16,-0\mathrm{.}13]]$

a$.$ Your portfolio is invested $40$ percent each in Stocks A and $C$ and $20$ percent in Stock

B$.$ What is the expected return of the portfolio?

Note: 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?

Note: Do not round intermediate calculations. Round your answer to $5$ decimal places.

Variance

b$-2.$ What is the standard deviation?

Note: Do not round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.