14. Consider the following information on three stocks: Probability of State Rate of Return if State Occurs State of Economy of Economy Stock A Stock B Stock C Boom 0.45 0.55 0.35 0.65 Normal 0.50 0.44 0.18 0.04 Bust 0.05 0.37 -0.17 -0.64 A portfolio is invested 35 percent each in Stock A and Stock B and 30 percent in Stock C. What is the expected risk premium on the portfolio if the expected T-bill rate is 3.8 percent?