Consider the following information on a portfolio of three stocks:

If your portfolio is invested $36$ percent each in A and $B$ and $28$ percent in $C,$ what is the portfolio's expected return, the variance,

and the standard deviation?

Note: Do not round Intermedlate calculatlons. Round your varlance answer to $5$ declmal ploces, e$.$g$.,\mathrm{.}16161.$ Enter your other

answers as a percent rounded to $2$ declmal ploces, e$.$g$.,32\mathrm{.}16.$

b$.$ If the expected T$-$bill rate is $3\mathrm{.}85$ percent, what is the expected risk premium on the portfolio?

Note: Do not round Intermedlate colculatlons and enter your answer as a percent rounded to $2$ declmol ploces, e$.$g$.,32\mathrm{.}16.$