Consider the following information on a portfolio of three stocks: State of Probability of Stock A Stock B Economy State of Economy Rate of Return Rate of Return Boom .12 .05 .35 Normal .52 .13 Bust .36 .19 - 14 Stock C Rate of Return .57 .23 -38 -15 Required: (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) 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 3.9 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 %