Consider the following information on a portfolio of three stocks: Stock A Stock B Stock C Rate of Return Rate of Return Rate of Return State of Economy Boom Normal Bust Probability of State of Economy .14 .54 .32 .03 .11 .17 .33 .13 -12 .59 .21 -.36 a. If your portfolio is invested 38 percent each in A and B and 24 percent in C, what is the portfolio's expected return, the variance, and the standard deviation? (Do not round intermediate calculations. Round your variance answer to 5 decimal places, e.g., 32.16161. Enter your other answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. If the expected T-bill rate is 3.8 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. Expected return Variance Standard deviation b. Expected risk premium % de de %