9 Consider the following information on a portfolio of three stocks: 10 points State of Economy Boom Normal Bust Probability of State of Economy 14 .52 Stock A Stock B Stock C Rate of Return Rate of Return Rate of Return .05 35 47 13 25 23 19 - 38 8 02:44:19 .34 -24 eBook Hint References a. If your portfolio is invested 42 percent each in A and B and 16 percent in C, what is the portfolio's expected return, the variance, and the standard deviation? (Do not round intermediate calculations. Round your variance answer to 5 decimal places, e.g., 32.46161. Enter your other answers as a percent rounded 16 2 decimal places, e.g., 32.16.) b. If the expected T-bill rate is 4.4 percent, what is the expected risk premium on the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g. 32.16.) % a. Expected retum Varianco Standard deviation b. Expected risk premium % %