60. value: 10.00 points MC Qu. 100 Consider the following information on a... Consider the following information on a portfolio of three stocks: State of Economy Probability of State Occuring Rate of Retum Stock A Stock B (6) 7 Stock C (6) 28 06) 15 Boom Normal 05 12 17 -35 10 Bust 15 2 The portfolio is invested 40 percent in each Stock A and Stock B and20 percent in Stock C. If the expected T-bill rate is 4.03 percent, what is the expected risk premium on the portfolio? 5.80 percent 6.90 percent 5.38 percent 6.72 percent 768 percent