Consider the following information on a portfolio of three stocks: State of Economy Boom Normal Bust Probability of State of Economy 15 54 31 Stock A Rate of Return 08 16 .17 Stock B Rate of Return 33 28 -27 Stock C Rate of Return 44 26 -36 Required: (a) If your portfolio is invested 38 percent each in A and B and 24 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) and input your other answers as a percentage rounded to 2 decimal places (e.g., 32.16).) Expected return Variance Standard deviation (b) If the expected T-bill rate is 4.55 percent, what is the expected risk premium on the portfolio? (Do not round intermediate calculations. Enter your answer as a percentage rounded to 2 decimal places (e.g., 32.16).) Expected risk premium