Consider the following information on a portfolio of three stocks: State of Probability of State Stock A Rate of Economy of Economy Return Stock B Rate of Return Stock C Rate of Return Boom Normal Bust .15 .51 .34 .06 .36 .56 14 16 24 .20 .15 -.39 a. If your portfolio is invested 44 percent each in A and B and 12 percent in C, what is the portfolio's expected return, the variance, and the standard deviation? Note: Do not round intermediate calculations. Round your variance answer to 5 decimal places, e.g., .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 3.95 percent, what is the expected risk premium on the portfolio? Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16. a. Expected return Variance Standard deviation b. Expected risk premium % 200 % %