27. value: 1.00 points Problem 11-25 Portfolio Returns and Deviations [LO 1, 2] Consider the following information on a portfolio of three stocks: State of Probability of Economy State of Economy Boom Normal Bust .15 .53 .32 Stock A Stock B Stock 0 Rate of Return Rate of Return Rate of Return .04 .34 .48 .12 .24 .22 .18 -.23 -.37 l a. If your portfolio is invested 36 percent each in A and B and 28 percent in 0, 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 placesI e.g.. 32.16161. Enter your other answers as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return Variance Standard deviation % % [ b. If the expected Tbill rate is 4.35 percent, what is the expected risk premium on the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected risk premium %