Consider the following information on three stocks: Rate of Return If State Occurs State of Economy Boon Normal Bust Probability of State of Economy .30 .40 30 Stock A .27 .23 .01 Stocks .32 .18 -.32 stock o .55 .15 0-1 If your portfolio is invested 40 percent each in A and B and 20 percent in what is the portfolio expected return? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, 6.9., 32,16.) Portfolio expected return 0-2 What is the variance? (Do not round intermediate calculations and round your answer to 5 decimal places, 0.9.3216161.) Variance 0-3 What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation b. If the expected T-bill rate is 4.90 percent, what is the expected risk premium on the portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g. 32.16.)