Consider the following information on a portfolio of three stocks: State of Economy Boom Normal Bust Probability of Stock State of Economy Rate of Return . 12 1.07 .55 33 . 16 Stock B Rate of Return .32 .27 -.26 .15 Stock Rate of Return .45 -25 -.35 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 var and the standard deviation? (Do not round intermediate calculations. Round your variance answer to 5 decimal places, es 32.16161. Enter your other answers as a percent rounded to 2 decimal places, e.g. 32.16.) Expected return Variance Standard deviation 11.34 0.01598 1264 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