Consider the following information on a portfolio of three stocks:

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? 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 $3\mathrm{.}4$ 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$.,32\mathrm{.}16$