Consider the following information on three stocks: Rate of Return If State Occurs State of Economy Boom Normal Bust Probability of State of Economy Stock A .28 . 25 . 40 , 35 Stock B 40 .09 -22 Stock C 52 . 07 -,42 ,02 a-1 If your portfolio is invested 35 percent each in A and B and 30 percent in C, what is the portfolio expected return? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Portfolio expected return a-2 What is the variance? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g. 663 | 0 % 32.16161.) Variance 005117 a-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 22.620% b. If the expected T-bill rate is 3 10 Dercent, what is the expected risk nremi..m nn the nortni e, no nnt~ind int nnadlst