Consider the following information on a portfolio of three stocks: Probability of State of Economy Stock A Stock B Stock C Rate of Return Rate of Return Rate of Return State of Economy Boom Normal Bust .14 153 133 .09 .17 .18 34 29 -28 43 .27 -.37 a. If your portfolio is invested 36 percent each in A and B and 28 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 4.6 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.) % Expected retum Variance Standard deviation b. Expected risk premium %