Use the information in the following table to answer the questions below:

State of Economy Probability of State Return on A in State Return on B in State Return on C in State

Boom $\mathrm{.}350\mathrm{.}0400\mathrm{.}2100\mathrm{.}300$

Normal $\mathrm{.}500\mathrm{.}0400\mathrm{.}0800\mathrm{.}200$

Recession $\mathrm{.}150\mathrm{.}040-0\mathrm{.}010-0\mathrm{.}260$

a$.$ What is the expected return of each asset?

b$.$ What is the variance of each asset?

c$.$ What is the standard deviation of each asset?