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