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 .13 .54 .33 .08 .16 .33 .18 -.17 .54 .26 -.36 .17 a. If your portfolio is invested 38 percent each in A and B and 24 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 4.05 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 %