Consider the following information about three stocks:

$\backslash$table$[[,\backslash$table$[[$Probability of$],[$State of$]],$Rate of$,$Return if State,Occurs$],[$Economy$,$Economy,Stock A$,$Stock B$,$Stock C$],[$Boom$,0\mathrm{.}20,0\mathrm{.}24,0\mathrm{.}36,0\mathrm{.}58],[$Normal$,0\mathrm{.}50,0\mathrm{.}20,0\mathrm{.}18,0\mathrm{.}16],[$Bust$,0\mathrm{.}30,0\mathrm{.}04,-0\mathrm{.}36,-0\mathrm{.}45]]$

a$-1.$ If your portfolio is invested $40\%$ each in A and $B$ and $20\%$ 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

$9\mathrm{.}78o.\%$

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

Variance

$0\mathrm{.}04697$

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

Standard deviation

$21\mathrm{.}67o.\%$

b$.$ If the expected T$-$bill rate is $4\mathrm{.}20\%,$ 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

$5\mathrm{.}58o.\%$

c$-1.$ If the expected inflation rate is $2\mathrm{.}20\%,$ what are the approximate and exact expected real returns on the portfolio? $($Do not round intermediate calculations. Enter the answers as a percent rounded to $2$ decimal places.$)$

Approximate expected real return

Exact expected real return

$7\mathrm{.}58\%\%$

$7\mathrm{.}42$

c$-2.$ What are the approximate and exact expected real risk premiums on the portfolio? $($Do not round intermediate calculations. Enter the answers as a percent rounded to $2$ decimal places.$)$

Approximate expected real risk premium

Exact expected real risk premium

$2\mathrm{.}18$

$\%$

$4\mathrm{.}46$