Please solve and show all work.

A. 7.68 percent

B. 5.38 percent

C. 5.80 percent

D. 6.72 percent

E. 6.90 percent

Consider the following information on a portfolio of three stocks: The portfolio is invested 40 percent in each Stock A and Stock B and20 percent in Stock C. If the expected T-bill rate is 4.03 percent, what is the expected risk premium on the portfolio