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Consider the following information on a portfolio of three stocks: table [ [ table [ [ State of ] , [ Economy ]

Consider the following information on a portfolio of three stocks:
\table[[\table[[State of],[Economy]],\table[[Probability of],[State of Economy]],\table[[Stock A Rate of],[Return]],\table[[Stock B Rate of],[Return]],\table[[Stock C Rate of],[Return]]],[Boom,.13,.04,.34,.58],[Normal,.53,.12,.14,.22],[Bust,.34,.18,-.13,-.37]]
a. 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 intermediate calculations. Round your variance answer to 5 decimal places, e.g.,.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 3.85 percent, what is the expected risk premium on the portfolio?
Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g.,32.16.
\table[[a. Expected return,,%
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