Consider the following information on a portfolio of three stocks:

$\backslash$table$[[$State of Probability of State,Stock A Rate of$,$Stock B Rate of$,$Stock C Rate of$,],[$Economy$,$of Economy,Return,Return,Return$],[$Boom$,\mathrm{.}15,\mathrm{.}06,\mathrm{.}36,\mathrm{.}56],[$Normal$,\mathrm{.}51,\mathrm{.}14,\mathrm{.}16,\mathrm{.}24],[$Bust$,\mathrm{.}34,\mathrm{.}20,-\mathrm{.}15,-\mathrm{.}39]]$

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$.,32\mathrm{.}16.$

b$.$ If the expected T$-$bill rate is $3\mathrm{.}95$ 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$.,32\mathrm{.}16.$

$\backslash$table$[[$a$.$ Expected return,,$\%$