Problem 13-23 Portfolio Returns and Deviations (LO1, 2) Consider the following Information about three stocks: State of Economy Boom Normal Bust Probability of State of Economy 6.30 0.48 0.30 Rate of Return if State Occurs Stock A Stock B Stock C @.27 0.32 0.55 0.23 8.18 0.15 0.01 -0.32 -0.48 8-1. If your portfolio is invested 40% each in A and B and 20% in C, what is the portfolio expected return? (Do not round Intermediate calculations. Enter the answer as a percent rounded to 2 decimal places.) Portfolio expected return a-2. What is the variance? (Do not round Intermedlate calculations. Round the final answer to 8 decimal places.) Variance 2-3. What is the standard deviation? (Do not round Intermedlate calculations. Enter the answer as a percent rounded to 2 decimal places.) Standard deviation so b. If the expected T-bill rate is 5.10%, what is the expected risk premium on the portiollo? (Do not round Intermedlate calculations. Enter the answer as a percent rounded to 2 decimal places.) Expected risk premium 0-1. If the expected Inflation rate is 3.10%. what are the approximate and exact expected real returns on the portfolio? (Do not round b. If the expected T-bill rate is 510%, what is the expected risk premium on the portfolio? (Do not round Intermedlate calculations. Enter the answer as a percent rounded to 2 decimal places.) Expected risk premium C-1. If the expected Inflation rate is 3.10%, what are the approximate and exact expected real returns on the portfolio? (Do not round Intermed[ate calculations, Enter the answers as a percent rounded to 2 decimal places.) Approximate expected real return Exact expected real returs C-2. What are the approximate and exact expected real risk premiums on the portfolio? (Do not round Intermedlate calculations. Enter the answers as a percent rounded to 2 decimal places.) Approximate xtd rl risk prom am xpecterdreat.risk.premium