Consider the following information about three stocks:

$\backslash$table$[[$State of$,$Probability of$,$Rate of Return if State Occurs,$],[$Economy$,$State of Economy,Stock A$,$Stock B$,$Stock C$],[$Boom$,0\mathrm{.}25,0\mathrm{.}34,0\mathrm{.}46,0\mathrm{.}58],[$Normal$,0\mathrm{.}50,0\mathrm{.}14,0\mathrm{.}12,0\mathrm{.}10],[$Bust$,0\mathrm{.}25,0\mathrm{.}05,-0\mathrm{.}26,-0\mathrm{.}46]]$

a$-1.$ If your portfolio is invested $20\%$ each in A and B and $60\%$ in C $,$ what is the portfolio expected return? $($Do not round intermediate calculations. Enter the answer as a percent rounded to $2$ decimal places.$)$

Portfolio expected return

$\%$

a$-2.$ What is the variance? $($Do not round intermediate calculations. Round the finel answer to $8$ decimal places.$)$

Variance

a$-3.$ What is the standard deviation? $($Do not round intermediate calculations. Enter the onswer as a percent rounded to $2$ decimal places.$)$

Standard deviation

$\%$

b$.$ If the expected T$-$bill rate is $3\mathrm{.}50\%,$ what is the expected risk premium on the portfolio? $($Do not round intermediate calculations.

Enter the answer as a percent rounded to $2$ decimal places.$)$

Expected risk premium $$