Consider the following information on a portfolio of three stocks State of Probability of State of Stock A Stock B Economy Stock C Economy Rate of Return Rate of Return Rate of Return Boom 14 05 135 47 Normal 13 Bust 34 19 24 -38 52 25 23 a. If your portfolio is invested 42 percent each in A and B and 16 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 4.4 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.) Answer is not complete. Expected return Variance Standard deviation Expected risk premium 10.84 71,02739 8.43 X b