Consider the following information on a portfolio of three stocks: Stock A Stock B Stock C Rate of Return Rate of Return Rate of Return State of Economy Boom Normal Bust Probability of State of Economy .12 .51 .37 .36 .11 .19 .20 .31 .41 .29 -.39 -.30 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. Enter your other answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. If the expected T-bill rate is 4.7 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.) a. % Expected return Variance Standard deviation b. Expected risk premium % %