2. Consider the following information about three stocks: Rate of Return if State Occurs State of the Economy Probability of State of the Economy Stock A Stock B Stock C Boom Normal Bust 0.25 0.45 0.24 0.18 0.00 0.36 0.13 -0.27 0.53 0.09 -0.33 1 0.30 a. If your portfolio is invested 50% in A and 25% in each of B and C, what is the portfolio expected return? The variance? The standard deviation? b. If the expected T-Bill rate is 3.8%, what is the expected risk premium on the portfolio