Consider the following information on a portfolio of three stocks:

$\backslash$table$[[\backslash$table$[[$State of$],[$Economy$]],\backslash$table$[[$Probability of State$],[$of Economy$]],\backslash$table$[[$Stock A Rate of$],[$Return$]],\backslash$table$[[$Stock B Rate of$],[$Return$]],\backslash$table$[[$Stock C Rate of$],[$Return$]]],[\backslash$table$[[$Boom$],[$Normal$]],\mathrm{.}14,\mathrm{.}03,\mathrm{.}33,\mathrm{.}59],[$Bust$,\backslash$table$[[\mathrm{.}34],[-32]],\backslash$table$[[\mathrm{.}11],[\mathrm{.}17]],\backslash$table$[[\backslash$table$[[\mathrm{.}13],[-\mathrm{.}12]]]],\backslash$table$[[\backslash$table$[[\mathrm{.}21],[-\mathrm{.}36]]]]]]$

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?

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$.,32\mathrm{.}16.$

b$.$ If the expected T$-$bill rate is $3\mathrm{.}8$ 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$.,32\mathrm{.}16.$

$\backslash$table$[[$a$.$ Expected return,$],[$Variance$,\%$