2. Your portfolio is invested 35% in Stock A and 35% in Stock C, and 30% in Stock B. Consider the following information: State of Economy Boom Good Poor Bust Probability of State of Economy 0.25 0.25 0.25 0.25 Rate of Return if State Occurs Stock A Stock B Stock C 0.25 0.25 0.45 0.10 0.13 0.11 0.03 0.05 0.05 -0.04 -0.09 -0.09 a) What is the standard deviation of your portfolio? b) What is the expected risk premium on the portfolio if the expected T-bill rate is 3.6%