a$.$ If your portfolio is invested $40$ percent each in A and $B$ and $20$ percent in $C,$ what is the portfolio's expected return, the variance,

and the standard deviation?

Note: Do not round intermediate calculations. Round your variance answer to $5$ decimal places, e$.$g$.,\mathrm{.}16161.$ Enter your other

answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$

b$.$ If the expected T$-$bill rate is $3\mathrm{.}75$ percent, what is the expected risk premium on the portfolio?

Note: Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$