Consider the following information on a portfolio of three stocks: Stock Rate of Return State of Economy Boom Normal Bust Probability of State of Economy -12 .55 .33 02 Stock Rate of Return .32 .27 -.26 Stock Rate of Return . 45 .25 - 235 .15 -16 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, 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... 32.16.) Expected return Variance standard deviation 1134 0.01598 12644 b. If the expected T-bill rate is 4.5 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 risk premium 15%