If your portfolio is invested 40 percent each in A and B and 20 percent in C, what is the portfolios expected return, the variance, and the standard deviation?If your

Consider the following information on a portfolio of three stocks Stock A Economy State of Economy Rate of Return Rate of Return Rate of Return 07 15 16 State of Probability of Stock B Stock C Boom Normal Bust 32 17 25 -.35 31 -.16 Required (a) If your portfolio is invested 40 percent each in A and B and 20 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) and input your other answers as a percentage rounded to 2 decimal places (e.g., 32.16).) Expected return Variance Standard deviation (b) If the expected T-bill rate is 4 percent, what is the expected risk premium on the portfolio? (Do not round intermediate calculations. Enter your answer as a percentage rounded to 2 decimal places (e.g., 32.16).) Expected risk premium