Consider the following information on a portfolio of three stocks: State of Economy Boom Normal Bust Probability of State of Economy .15 .51 .34 Stock A Rate of Return .06 Stock B Rate of Return .36 .16 - 15 Stock C Rate of Return .56 .24 - 39 .14 .20 Required: (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? (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 3.95 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 %