Consider the following information about three stocks: Rate of Return if State Occurs State of Economy Stock A Stock B Stock C Probability of State of Economy .20 .50 .30 Boom Normal Bust .26 .10 .01 .38 .08 - 20 .50 .06 - 40 a-1. If your portfolio is invested 30 percent each in A and B and 40 percent in C, what is the portfolio expected return? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a- What is the variance? (Do not round intermediate calculations and round your 2. answer to 5 decimal places, e.g., .16161.) a- What is the standard deviation? (Do not round intermediate calculations and enter 3. your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. If the expected T-bill rate is 3.00 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-1. Portfolio expected return % a-2. Variance a-3. Standard deviation % b. Expected risk premium C-1. Approximate expected real return Exact expected real return C-2. Approximate expected real risk premium Exact expected real risk premium % % %