Consider the following information on a portfolio of three stocks: State of Economy Boom Normal Bust Probability of State of Economy .15 .55 .30 Stock A A Stock B Stock C Rate of Return Rate of Return Rate of Return .02 .32 .60 .10 .12 20 .16 -11 -.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? (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.) b. If the expected T-bill rate is 3.75 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.) % a. Expected return Variance Standard deviation b. Expected risk premium % %