Consider the following information on a portfolio of three stocks: State of Economy Boom Normal Bust Probability of State of Economy .14 .53 .33 Stock A Stock B Stock C Rate of Return Rate of Return Rate of Return .09 .34 .43 .17 .29 .27 .18 -28 -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? (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 4.6 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 retum Variance Standard deviation b. Expected risk premium % %