Consider the following information on a portfolio of three stocks: State of Economy Probab State of Economy Stock A Stock B Stock C Rate of Return Rate of Return Rate of Return .15 10 .35 .52 Boom Normal Bust 20 .52 .33 .18 .19 .28 -.38 -19 a. If your portfolio is invested 42 percent each in A and B and 16 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. Enter your other answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. If the expected T-bill rate is 4.15 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 return Variance Standard deviation Expected risk premium