Consider the following information on a portfolio of three stocks:

State of Economy Probability of State of Economy Stock A Rate of Return Stock B Rate of Return Stock C Rate of Return

Boom $\mathrm{.}25\mathrm{.}04\mathrm{.}33\mathrm{.}55$

Normal $\mathrm{.}60\mathrm{.}09\mathrm{.}13\mathrm{.}19$

Bust $\mathrm{.}15\mathrm{.}15\mathrm{.}14\mathrm{.}28$

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$.,32\mathrm{.}16.$

If the expected T$-$bill rate is $3\mathrm{.}4$ percent, what is the expected risk premium on the portfolio?