Consider the following information on a portfolio of three stocks State of Economy Boom Stock A Probability of State of Economy 13 54 .33 Stock B Rate of Return .33 18 Stock C Rate of Return 54 26 Rate of Return 08 Bust 17 .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? (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.) Expected return Variance Standard deviation 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.)