Consider the following information on a portfolio of three stocks: State of Probability of State of Stock A Stock B Stock C Economy Rate of Return Rate of Return Rate of Return Economy Boom .04 34 48 Normal .53 12 .24 .22 Bust 18 -23 -37 .15 32 a 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 4.35 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