$\backslash$table$[[,,$vccurs$],[$State of$,$Probability of$,,,],[$Economy$,$State of Economy,Stock A$,$Stock B$,$Stock C$],[$Boom$,0\mathrm{.}30,0\mathrm{.}23,0\mathrm{.}31,0\mathrm{.}30],[$Good$,0\mathrm{.}15,0\mathrm{.}16,0\mathrm{.}11,0\mathrm{.}12],[$Poor$,0\mathrm{.}30,0\mathrm{.}02,-0\mathrm{.}08,-0\mathrm{.}07],[$Bust$,0\mathrm{.}25,-0\mathrm{.}22,-0\mathrm{.}24,-0\mathrm{.}13]]$

a$.$ Your portfolio is invested $25$ percent each in A and $C$ and $50$ 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.$)$

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

$\%$