Consider the following information about three stocks:

$\backslash$table$[[$State of Economy,$\backslash$table$[[$Probability of State$],[$of Economy$]],$Rate of Return if State Occurs$],[$Stock A$,$Stock B$,$Stock C$],[$Boom$,\mathrm{.}30,\mathrm{.}27,\mathrm{.}32,\mathrm{.}55],[$Normal$,\mathrm{.}40,23,\mathrm{.}18,\mathrm{.}15],[$Bust$,\mathrm{.}30,\mathrm{.}01,-\mathrm{.}32,-48]]$

a$-1.$ If your portfolio is invested $40$ percent each in A and $B$ and $20$ percent in $C,$ what the portfolio expected return? $($Do not round intermediate calculations and ent your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

a$-2.$ What is the variance? $($Do not round intermediate calculations and round your answer to $5$ decimal places, e$.$g$.,\mathrm{.}16161.)$

a$-3.$ What is the standard deviation? $($Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

b$.$ If the expected T$-$bill rate is $4\mathrm{.}90$ 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$.,32\mathrm{.}16.)$

c$-1.$ If the expected inflation rate is $4\mathrm{.}40$ percent, what are the approximate and exact expected real returns on the portfolio? $($Do not round intermediate calculations and enter your answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

c$-2.$ What are the approximate and exact expected real risk premiums on the portfolio? $($Do not round intermediate calculations and enter your answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

$\backslash$table$[[$a$-1.$ Portfolio expected return,,$\%$