Consider the following information on a portfolio of three stocks: State of Economy Probability of State of Economy Stock A Rate of Return .02 Stock B Rate of Return Stock C Rate of Return .60 .32 Boom Normal Bust .15 .60 .10 .12 .20 .25 -11 -35 If the expected T-bill rate is 3.75 percent, what is the expected risk premium on the portfolio? O 7.015% 3.750% 14.515% 10.765% None of the above