Consider the following information on a portfolio of three stocks:

$\backslash$table$[[$State of$,\backslash$table$[[$Probability of$],[$Economy$]],\backslash$table$[[$Stack A Rate of$],[$Return$]],\backslash$table$[[$Stock B Rate of$],[$Return$]],\backslash$table$[[$Stock C Rate of$],[$Return$]]],[$Boom$,\mathrm{.}12,\mathrm{.}07,\mathrm{.}32,\mathrm{.}45],[$Normal$,\mathrm{.}55,\mathrm{.}15,\mathrm{.}27,\mathrm{.}25],[$Bust$,\mathrm{.}33,\mathrm{.}16,-\mathrm{.}26,-\mathrm{.}35]]$

a$.$ If your portfolio is invested $40$ percent each in A and $B$ and $20$ 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 $4\mathrm{.}5$ 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,$\%$