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$]]],[$Boom$,\mathrm{.}14,\mathrm{.}09,\mathrm{.}34,\mathrm{.}43],[$Normal$,\mathrm{.}53,\mathrm{.}17,\mathrm{.}29,\mathrm{.}27],[$Bust$,\mathrm{.}33,\mathrm{.}18,-\mathrm{.}28,-\mathrm{.}37]]$

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$.,\mathrm{.}16161.$ 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 $4\mathrm{.}6$ 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,vdots$\%$